Improved Correlation Between X + α and 1/X+α

Document Type : Original Article

Author

Department of Mathematics and Statistics Mississippi State University

Abstract

The formulas in the statistical literature [1, p.647] yield inaccurate result when it comes to the correlation between X + a and 1/X+α of a nonnegative random variable X with a shift a ≥ 0. The aim of this note is to obtain an improved result using the sufficient statistic.

Keywords