Estimating a measure of dependence between two compositions
(2010)- Abstract
- 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.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1580942
- author
- Bergman, Jakob LU
- organization
- publishing date
- 2010
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- Composition, Correlation, Dirichlet distribution, Empirical confidence coefficient, Estimation, Joint correlation coefficient
- pages
- 14 pages
- publisher
- Department of Statistics, Lund university
- language
- English
- LU publication?
- yes
- id
- 67d43292-8b33-41f8-b6b1-484629878c3d (old id 1580942)
- date added to LUP
- 2016-04-04 10:17:22
- date last changed
- 2018-11-21 20:57:55
@misc{67d43292-8b33-41f8-b6b1-484629878c3d, abstract = {{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.}}, author = {{Bergman, Jakob}}, keywords = {{Composition; Correlation; Dirichlet distribution; Empirical confidence coefficient; Estimation; Joint correlation coefficient}}, language = {{eng}}, note = {{Working Paper}}, publisher = {{Department of Statistics, Lund university}}, title = {{Estimating a measure of dependence between two compositions}}, url = {{https://lup.lub.lu.se/search/files/5505758/1580951.pdf}}, year = {{2010}}, }