Estimating a measure of dependence between two compositions
Author
Summary, in English
We present an estimator of the general measure of correlation for bicompositional data for a sample from a bicompositional Dirichlet distribution. Two confidence intervals are also presented and we examine their empirical confidence coefficient using a Monte Carlo study. Finally we apply the estimator to a data set analysing the correlation between the 1967 and 1997 composition of the government GDP for the 50 U.S. states and District of Columbia.
Department/s
Publishing year
2010
Language
English
Full text
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Document type
Working paper
Publisher
Department of Statistics, Lund university
Topic
- Probability Theory and Statistics
Keywords
- Composition
- Correlation
- Dirichlet distribution
- Empirical confidence coefficient
- Estimation
- Joint correlation coefficient
Status
Published