Score function of distribution and association of random variables

Autoři: RNDr. Zdeněk Fabián, CSc.
Rok vydání: 2013
Typ publikace: Článek v odborném periodiku
Periodikum: Forum Statisticum Slovacum
Bibliografická citace: FABIÁN, Zdeněk. Score function of distribution and association of random variables. Forum Statisticum Slovacum. 2013, -(5), 10-18. ISSN 1336-7420. Dostupné z: http://www.ssds.sk/sk/fss/fss201305/
ID: 397284

Abstrakt

Score function of distribution is a unique function reflecting behavior of continuous distributions. The score correlation coefficient of two random variables is the Pearson's coefficient of score functions of their marginal distributions. In this paper are studied its properties in comparison with correlation coefficients in current use by means of simulation experiments.