Dual Space Arguments Using Polynomial Roots in the Complex Plane: A Novel Approach to Deriving Key Statistical Results
25 Pages Posted: 8 Jun 2020 Last revised: 9 Dec 2020
Date Written: December 9, 2020
We provide a new and original pathway to the derivation of a half-dozen key statistical results under standard assumptions. To the best of our knowledge, these are the first new derivations of these results in 75 years. Our work links two seemingly disparate literatures. Given a random sample of real numbers, we insert these numbers into a polynomial as its coefficients. The fundamental theorem of algebra is used to extract this polynomial's roots. We then adopt a novel dual space approach that uses the location of these roots relative to their cyclotomic counterparts in the complex plane. Multiple applications of Pythagoras' theorem lead to a canonical orthogonal transformation and decomposition of the sample variance of the original sample of real numbers. This variance decomposition allows for the immediate proof of the statistical results. A surprising consequence of our complex mathematics is a set of algebraic examples so simple that they contribute notably to the understanding of statistical methodology. We also discuss several promising directions for future research using our dual space method.
Keywords: Dual space, Complex plane, Roots of polynomials, Orthogonal decomposition, Sample variance, Student-t
JEL Classification: C1, C46, G1
Suggested Citation: Suggested Citation