Distribution Sampling Of Vector Variance Without Duplications
Erna Tri Herdiani, Maman A. Djauhari · Zenodo (CERN European Organization for Nuclear Research) · 2012
In recent years, the use of vector variance as a measure of multivariate variability has received much attention in wide range of statistics. This paper deals with a more economic measure of multivariate variability, defined as vector variance minus all duplication elements. For high dimensional data, this will increase the computational efficiency almost 50 % compared to the original vector variance. Its sampling distribution will be investigated to make its applications possible.