Sample mean and sample variance: Their covariance and their (in)dependence

被引：29

作者：

Zhang, Lingyun ^{[1
]}

机构：

[1] Massey Univ, IIST, Wellington, New Zealand

来源：

AMERICAN STATISTICIAN | 2007年 / 61卷 / 02期

关键词：

Bernoulli distribution; non-normal sample; zero covariance without independence;

D O I：

10.1198/000313007X188379

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

It is of interest to know what the covariance of sample mean and sample variance is without the assumption of normality. In this article we study such a problem. We show a simple derivation of the formula for computing covariance of sample mean and sample variance, and point Out a way of constructing examples of "zero covariance without independence." A small example is included to help teachers explain to students.

引用

页码：159 / 160

页数：2

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