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Estimation for the bivariate normal correlation coefficient using asymptotic expansions

 

作者: Alan. Winterbottom,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1980)
卷期: Volume 9, issue 6  

页码: 599-609

 

ISSN:0361-0918

 

年代: 1980

 

DOI:10.1080/03610918008812177

 

出版商: Marcel Dekker, Inc.

 

关键词: confidence limits;cumulants;distribution function;normalisation;percentiles

 

数据来源: Taylor

 

摘要:

Harley (1954) gave asymptotic expansions for the distributio function and for percentiles of the distribution of the bivariate normal sample correlation coefficient. To the stated order of approximation these expansions were incomplete in that contributions from some higher cumulants were not taken into account. In this article the completed expansions are given together with an asymptotic expansion yielding approximate confidence limits for the population correlation coefficient. Numerical comparisons indicate that asymptotic expansions are superior to other suggested approximate methods

 

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