correlated_t_linear¶
- hyppo.tools.correlated_t_linear(n, p=4, random_state=None)¶
Conditionally dependent t-distributed data with linear dependence. Example 9 from 1
\((X, Y, Z) \in \mathbb{R}^p \times \mathbb{R} \times \mathbb{R}\): .. math:
Z_1, Z_2, \cdots, Z_p, Z_{p+1}, Z_{p+2} &\sim t(1)\\ X &= (Z_1, Z_2, Z_{p-1}, Z_p + Z_{p+1})\\ Y &= Z_1 + Z_2 + \cdots + Z_p + Z_{p+1} + Z_{p+2}\\ Z &= Z_{p+1}
References
- 1
Xueqin Wang, Wenliang Pan, Wenhao Hu, Yuan Tian, and Heping Zhang. Conditional distance correlation. Journal of the American Statistical Association, 110(512):1726–1734, 2015.