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Full-Text Articles in Statistics and Probability
On Limiting Distributions For Eigenvalue Spectra Of Sample Correlation Matrices From Heavy-Tailed Populations: Literature Review, Sachini Sandhareka Wijesundara
On Limiting Distributions For Eigenvalue Spectra Of Sample Correlation Matrices From Heavy-Tailed Populations: Literature Review, Sachini Sandhareka Wijesundara
Major Papers
This major paper offers an extensive review of literature concerning the limiting distributions for the eigenvalue spectrum of sample correlation matrices from a p-dimensional population, where both the dimension p and the sample size n grow to infinity. The study systematically categorizes the reviewed literature based on underlying assumptions regarding the data characteristics. Specifically, it examines several distinct cases: the independent and identically distributed (i.i.d) case with finite fourth moments, the i.i.d case with infinite fourth moments, the i.i.d case with infinite second moments, and scenarios where rows and columns of the data are linearly dependent. Additionally, the major paper …
The Distribution Of The Significance Level, Paul O. Monnu
The Distribution Of The Significance Level, Paul O. Monnu
Electronic Theses and Dissertations
Reporting the p-value is customary when conducting a test of hypothesis or significance. The likelihood of getting a fictitious second sample and presuming the null hypothesis is correct is the p-value. The significance level is a statistic that interests us to investigate. Being a statistic, it has a distribution. For the F-test in a one-way ANOVA and the t-tests for population means, we define the significance level, its observed value, and the observed significance level. It is possible to derive the significance level distribution. The t-test and the F-test are not without controversy. Specifically, we demonstrate that as sample size …