Cover Image

A multivariate measure of dispersion and its limiting distribution

Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a...

Full description

Saved in:
Bibliographic Details
Main Author: Suwanda Idris,
Format: Article
Published: Universiti Kebangsaan Malaysia 2005
Online Access:http://journalarticle.ukm.my/3915/
http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html
Tags: Add Tag
No Tags, Be the first to tag this record!
id my-ukm.journal.3915
record_format eprints
spelling my-ukm.journal.39152012-05-07T04:23:26Z http://journalarticle.ukm.my/3915/ A multivariate measure of dispersion and its limiting distribution Suwanda Idris, Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained. Universiti Kebangsaan Malaysia 2005-12 Article PeerReviewed Suwanda Idris, (2005) A multivariate measure of dispersion and its limiting distribution. Sains Malaysiana, 34 (1). pp. 119-123. ISSN 0126-6039 http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html
institution Universiti Kebangsaan Malaysia
building Perpustakaan Tun Sri Lanang Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Kebangsaan Malaysia
content_source UKM Journal Article Repository
url_provider http://journalarticle.ukm.my/
description Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained.
format Article
author Suwanda Idris,
spellingShingle Suwanda Idris,
A multivariate measure of dispersion and its limiting distribution
author_facet Suwanda Idris,
author_sort Suwanda Idris,
title A multivariate measure of dispersion and its limiting distribution
title_short A multivariate measure of dispersion and its limiting distribution
title_full A multivariate measure of dispersion and its limiting distribution
title_fullStr A multivariate measure of dispersion and its limiting distribution
title_full_unstemmed A multivariate measure of dispersion and its limiting distribution
title_sort multivariate measure of dispersion and its limiting distribution
publisher Universiti Kebangsaan Malaysia
publishDate 2005
url http://journalarticle.ukm.my/3915/
http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html
_version_ 1643735893987557376
score 13.211869

Similar Items