Asymptotic Distribution of Centralized $r$ When Sampling from Cauchy
Statistics Theory
2018-12-31 v1 Probability
Statistics Theory
Abstract
Assume that and are independent random variables, each having a Cauchy distribution with a known median. Taking a random independent sample of size of each and , one can then compute their centralized empirical correlation coefficient . Analytically investigating the sampling distribution of this appears possible only in the large limit; this is what we have done in this article, deriving several new and interesting results.
Cite
@article{arxiv.1812.10596,
title = {Asymptotic Distribution of Centralized $r$ When Sampling from Cauchy},
author = {Veson Lee and Jan Vrbik},
journal= {arXiv preprint arXiv:1812.10596},
year = {2018}
}