On the distribution of sample correlation coefficient and its transformations in samples from morgenstern bivariate exponential distribution
作者:
M. Shanmugam,
A.V. Gajjar,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1992)
卷期:
Volume 21,
issue 4
页码: 1021-1041
ISSN:0361-0918
年代: 1992
DOI:10.1080/03610919208813064
出版商: Marcel Dekker, Inc.
关键词: Morgenstern bivariate exponential distribution;correlation coefficient;measures of skewness and kurtosis;transformations of r;robustness
数据来源: Taylor
摘要:
The distribution of sample correlation coefficient r and some of its transformations are studied in this paper, when the parent population is Morgenstern bivariate exponential distribution(MBVED). The behaviour of r and its transformations is assessed through the first four standard moments and skewness and kurtosis factors.
点击下载:
PDF (423KB)
返 回