The OC and ASN Functions of Some SPRT's for the Correlation Coefficient
作者:
CharlesJ. Kowalski,
期刊:
Technometrics
(Taylor Available online 1971)
卷期:
Volume 13,
issue 4
页码: 833-841
ISSN:0040-1706
年代: 1971
DOI:10.1080/00401706.1971.10488853
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
The use of Wald's SPRT to test hypotheses concerning the correlation coefficient is complicated by the nuisance parameters (μx, μy, σX, σy) in the bivariate normal density function. While more general theories have been proposed to produce sequential tests in such situations, the properties of these tests are difficult to ascertain since Wald's method of approximating the OC and ASN functions (usually) breaks down. We derive several sequential tests for the correlation coefficient for which these functions are calculable.
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