Hellinger's Distance and Correlation for a Subclass of Stable Distributions

被引:1
|
作者
Mesropyan, M. T. [1 ]
Bardakhchyan, V. G. [1 ]
机构
[1] Yerevan State Univ, Yerevan, Armenia
来源
JOURNAL OF CONTEMPORARY MATHEMATICAL ANALYSIS-ARMENIAN ACADEMY OF SCIENCES | 2023年 / 58卷 / 03期
关键词
Hellinger's distance; stable distributions; correlation coefficient;
D O I
10.3103/S106836232303007X
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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.
引用
收藏
页码:191 / 195
页数:5
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