A multivariate measure of dispersion and its limiting distribution
Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a...
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| Format: | Article |
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Universiti Kebangsaan Malaysia
2005
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| Online Access: | http://journalarticle.ukm.my/3915/ |
| _version_ | 1848810346367680512 |
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| author | Suwanda Idris, |
| author_facet | Suwanda Idris, |
| author_sort | Suwanda Idris, |
| building | UKM Institutional Repository |
| collection | Online Access |
| description | Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained. |
| first_indexed | 2025-11-14T23:29:03Z |
| format | Article |
| id | oai:generic.eprints.org:3915 |
| institution | Universiti Kebangasaan Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-14T23:29:03Z |
| publishDate | 2005 |
| publisher | Universiti Kebangsaan Malaysia |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | oai:generic.eprints.org:39152012-05-07T04:23:26Z http://journalarticle.ukm.my/3915/ A multivariate measure of dispersion and its limiting distribution Suwanda Idris, Total Variance (TV) and Generalized Variance (GV) are commonly used as a measure multivariate dispersion. However, these two statistics has some drawbacks. This paper proposes a new measure of multivariate dispersion, named Vectorial Variance (VV) an inner product for set of operators defined on a Hilbert-Smith space. Since, the exact sampling distribution of VV is difficult to find, therefore the asymptotic sampling distribution is obtained. Universiti Kebangsaan Malaysia 2005-12 Article PeerReviewed Suwanda Idris, (2005) A multivariate measure of dispersion and its limiting distribution. Sains Malaysiana, 34 (1). pp. 119-123. ISSN 0126-6039 http://www.ukm.my/jsm/english_journals/vol34num1_2005/vol34num1_05page119-123.html |
| spellingShingle | Suwanda Idris, A multivariate measure of dispersion and its limiting distribution |
| title | A multivariate measure of dispersion and its limiting distribution |
| title_full | A multivariate measure of dispersion and its limiting distribution |
| title_fullStr | A multivariate measure of dispersion and its limiting distribution |
| title_full_unstemmed | A multivariate measure of dispersion and its limiting distribution |
| title_short | A multivariate measure of dispersion and its limiting distribution |
| title_sort | multivariate measure of dispersion and its limiting distribution |
| url | http://journalarticle.ukm.my/3915/ http://journalarticle.ukm.my/3915/ |