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The mean and variance of rank and exponential score product moment statistics in the non‐circular case
Author(s) -
Rodden B. E.,
Landolt J. P.
Publication year - 1975
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315095
Subject(s) - mathematics , statistics , statistic , moment (physics) , exponential function , variance (accounting) , rank (graph theory) , product (mathematics) , series (stratigraphy) , independence (probability theory) , test statistic , spike (software development) , second moment of area , statistical hypothesis testing , mathematical analysis , combinatorics , physics , computer science , geometry , paleontology , classical mechanics , biology , accounting , software engineering , business
This paper gives a general formula for the first two moments of the non‐circular product moment statistic, which is used as a test for the statistical independence of the interarrival times of certain time series data, e.g., neuronal spike discharges. For the special cases of rank and exponential score product moment statistics, the mean and variance are formulated.