Distribution Sampling of Vector Variance without Duplications

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.

Authors:

• Erna T. Herdiani
• Maman A. Djauhari

Keywords:

• Asymptotic distribution
• covariance matrix
• likelihood ratio test
• vector variance.

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