Estimating a measure of dependence between two compositions
Dokumenttyp: Working paper
Förlag: Department of Statistics, Lund university
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.
- Probability Theory and Statistics
- Dirichlet distribution
- Empirical confidence coefficient
- Joint correlation coefficient