investigated correlation retrieval procedure from Hellinger's distance. We found monotone relation of Hellinger's distance and positive correlation in a subclass of stable distributed random variables, with alpha > 1 and mu = beta = 0. We implemented a technique suitable for the class of stable distributions, and showed that this positive relation holds even for the case of Levy distribution, i.e., alpha = 1/2, beta = 1, and mu = 0.
机构:
Virginia Commonwealth Univ, Dept Stat Sci & Operat Res, Richmond, VA 23284 USAVirginia Commonwealth Univ, Dept Stat Sci & Operat Res, Richmond, VA 23284 USA
Boone, Edward L.
Merrick, Jason R. W.
论文数: 0引用数: 0
h-index: 0
机构:
Virginia Commonwealth Univ, Dept Stat Sci & Operat Res, Richmond, VA 23284 USAVirginia Commonwealth Univ, Dept Stat Sci & Operat Res, Richmond, VA 23284 USA
Merrick, Jason R. W.
Krachey, Matthew J.
论文数: 0引用数: 0
h-index: 0
机构:
N Carolina State Univ, Dept Biol, Raleigh, NC 27695 USAVirginia Commonwealth Univ, Dept Stat Sci & Operat Res, Richmond, VA 23284 USA