| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4664460 | Acta Mathematica Scientia | 2007 | 8 Pages |
Abstract
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 X, Y (both known), wherein the author gives two kinds of different proofs and gets the same results.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
