Explicit correlation coefficients among random variables, ranks, and magnitude ranks.
Jinsoo BaeHyoungmoon KwonSo Ryoung ParkJumi LeeIickho SongPublished in: IEEE Trans. Inf. Theory (2006)
Keyphrases
- random variables
- correlation coefficient
- graphical models
- probability distribution
- bayesian networks
- stochastic optimization problems
- latent variables
- conditional independence
- distribution function
- normal distribution
- joint distribution
- independent and identically distributed
- standard deviation
- marginal distributions
- failure rate
- probabilistic model
- conditional probabilities
- conditional distributions
- joint probability distribution
- random vectors