Local Dependence Structure of the Bivariate Normal Distribution

Boyan N. Dimitrov; Kreg Deachin

Local Dependence Structure of the Bivariate Normal Distribution

Boyan N. Dimitrov, Kreg Deachin

Kettering University

Kettering University

Research output: Contribution to conference › Presentation

Abstract

In several previous publications we developed an idea how probability tools can be used to measure strength of dependence between random events. In this talk we use it for measuring magnitude of local dependence inside the normally distributed random variables, using the regression coefficients in case of random events. Short illustrations (graphics and tables) are showing the use of these measures in already known popular Bivariate Normal distribution with different correlation values.

Original language	American English
State	Published - Apr 1 2017
Event	Sixth Annual Statistics Day - Duration: Apr 1 2017 → …

Conference

Conference	Sixth Annual Statistics Day
Period	4/1/17 → …

Disciplines

Mathematics

Access to Document

Local Dependence Structure of the Bivariate Normal DistributionFinal published version, 1.34 MBLicense: CC BY

Cite this

@conference{57be97f246bb473c994b0e543feebe72,

title = "Local Dependence Structure of the Bivariate Normal Distribution",

abstract = " In several previous publications we developed an idea how probability tools can be used to measure strength of dependence between random events. In this talk we use it for measuring magnitude of local dependence inside the normally distributed random variables, using the regression coefficients in case of random events. Short illustrations (graphics and tables) are showing the use of these measures in already known popular Bivariate Normal distribution with different correlation values.",

author = "Dimitrov, {Boyan N.} and Kreg Deachin",

year = "2017",

month = apr,

day = "1",

language = "American English",

note = "Sixth Annual Statistics Day ; Conference date: 01-04-2017",

}

TY - CONF

T1 - Local Dependence Structure of the Bivariate Normal Distribution

AU - Dimitrov, Boyan N.

AU - Deachin, Kreg

PY - 2017/4/1

Y1 - 2017/4/1

N2 - In several previous publications we developed an idea how probability tools can be used to measure strength of dependence between random events. In this talk we use it for measuring magnitude of local dependence inside the normally distributed random variables, using the regression coefficients in case of random events. Short illustrations (graphics and tables) are showing the use of these measures in already known popular Bivariate Normal distribution with different correlation values.

AB - In several previous publications we developed an idea how probability tools can be used to measure strength of dependence between random events. In this talk we use it for measuring magnitude of local dependence inside the normally distributed random variables, using the regression coefficients in case of random events. Short illustrations (graphics and tables) are showing the use of these measures in already known popular Bivariate Normal distribution with different correlation values.

UR - https://digitalcommons.kettering.edu/mathematics_conference/46

M3 - Presentation

T2 - Sixth Annual Statistics Day

Y2 - 1 April 2017

ER -

Local Dependence Structure of the Bivariate Normal Distribution

Abstract

Conference

Disciplines

Access to Document

Other files and links

Cite this