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The Sampling Distribution of the Total Correlation for Multivariate Gaussian Random Variables
The sampling distribution of the total correlation (TC) for a d-dimensional standardized multivariate Gaussian random variable with an identity covariance matrix is derived. It is shown to be the distribution of a sum of generalized beta random variables. It is also shown that, for large dimension a...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514253/ http://dx.doi.org/10.3390/e21100921 |