LARGE DEVIATION FOR THE EMPIRICAL CORRELATION COEFFICIENT OF TWO GAUSSIAN RANDOM VARIABLES

作     者：沈思 Shen Si School of Mathematics and Statistics,Wuhan University,Wuhan 430072,China Mathematics and Computer Science Institute,Central University for Nationalities,Beijing 100081,China

作者机构：School of Mathematics and Statistics Wuhan UniversityWuhan 430072China Mathematics and Computer Sciences InstituteCentral University for NationaliticsBeijing 100081China 

出 版 物：《Acta Mathematica Scientia》 (数学物理学报（B辑英文版）)

年 卷 期：2007年第27卷第4期

页      面：821-828页

核心收录：

学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0805[工学-材料科学与工程（可授工学、理学学位）] 0714[理学-统计学（可授理学、经济学学位）] 0704[理学-天文学] 070103[理学-概率论与数理统计] 0701[理学-数学] 

主　　题：Large deviation empirical correlation coefficient 

摘      要：In this article, the author obtains the large deviation principles for the empirical correlation coefficient of two Gaussian random variables X and Y. Especially, when considering two independent Gaussian random variables X, Y with the means EX, EY （both known）, wherein the author gives two kinds of different proofs and gets the same results.