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Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring

 

作者: D.C. Vaughan,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1990）
卷期: Volume 19, issue 2  

页码: 513-526

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812872

 

出版商: Marcel Dekker, Inc.

 

关键词: bivariate life testing;censored samples;correlation coefficient;MML estimators;robustness;Fisher z-shytransformation;concomitant

 

数据来源: Taylor

 

摘要:

A comparison of five possible statistics for testing the null hypothesis Ho :ρ = ρo, with ρonot necessarily 0, is undertaken, using the modified maximum likelihood estimators of Tiku and Gill (1989). Symmetric and asymmetric Type II censored samples are considered, as is the robustness of these statistics to departures from normality.

 

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