On some tests for independence in nonnormal situations: neyman'S C(A)test |
| |
| Authors: | K. Kocherlakota S. Kocherlakota |
| |
| Affiliation: | 1. Department of Biomathematical Sciences, Mount Sinai School of Medicine , City University of New York , New York, N.Y, 10029;2. Central Research Division , Pfizer , Groton, CT, 06340 |
| |
| Abstract: | ![]()
A study is made of Neyman's C(a) test for testing independence in nonnormal situations. It is shown that it performs very well both in terms of the level of significance and the powereven for smallvalues of the samplesize. Also, in the case of the bivariate Polsson distribution, itis shown that Fisher's z and Student's t transforms of the sample correlation coefficient are good competitors for Neyman's procedure. |
| |
| Keywords: | Power of C(a) test Fisher's Z Students's t transform of correlation coefficient |
|
|
