The exact distribution of the sample variance from bounded continuous random variables

Simple item page
dc.creatorRoyen, T.
dc.date2008-10-09
dc.date.accessioned2026-07-07T10:08:43Z
dc.date.available2026-07-07T10:08:43Z
dc.descriptionFor a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial or a trigonometrical polynomial the coefficients of this series are simple finite terms containing only the error function, the exponential function and powers. In more general cases - e.g. for all beta densities - the coefficients are given by some series expansions. The method is generalized to positive semi-definite quadratic forms of bounded independent but not necessarily identically distributed random variables if the form matrix differs from a diagonal matrix D > 0 only by a matrix of rank 1
dc.description20 pages
dc.identifierhttps://arxiv.org/abs/0810.1572
dc.identifierhttp://arxiv.org/abs/0810.1572
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/171089
dc.subjectStatistics Theory
dc.subject62E15; 62H10
dc.titleThe exact distribution of the sample variance from bounded continuous random variables
dc.typetext

Files

Collections

arXiv