On the sample correlation coefficient in the truncated bivariate normal population
作者:
A.V. Gajjar,
Kocherlakota Subrahmaniam,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1978)
卷期:
Volume 7,
issue 5
页码: 455-477
ISSN:0361-0918
年代: 1978
DOI:10.1080/03610917808812091
出版商: Marcel Dekker, Inc.
关键词: moments of the correlation coefficient;sample variance-covariance matrix;Tables of moments;sample correlation coefficient
数据来源: Taylor
摘要:
The truncated bivariate normal distribution (TBVND) with truncation in both variables on the left is studied here. The behaviour of the sample correlation coefficient is assessed through its moments when the sample is from such a population. Some inequalities established by Rao et al. (1968) are extended
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