On the correlation between X and S2

Henning Knautz and Götz Trenkler

Statistics & Probability Letters, 1993, vol. 16, issue 3, 235-237

Abstract: Necessary and sufficient conditions are derived under which arithmetic mean and variance of a sample are uncorrelated. We consider the nonnormal set-up with existing third moments and not necessarily identical distribution.

Keywords: Correlation; arithmetic; mean; sample; variance; nonnormal; distribution. (search for similar items in EconPapers)
Date: 1993
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