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Inferences on correlation coefficients of bivariate log-normal distributions |
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| Authors: | Guoyi Zhang Zhongxue Chen |
| Affiliation: | 1. Department of Mathematics and Statistics, University of New Mexico, Albuquerque, NM 87131-0001, USA;2. Department of Epidemiology and Biostatistics School of Public Health, Indiana University, Bloomington, IN 47405, USA |
| Abstract: | This article considers inference on correlation coefficients of bivariate log-normal distributions. We developed generalized confidence intervals and hypothesis tests for the correlation coefficients, and extended the results to compare two independent correlations. Simulation studies show that the suggested methods work well. Two practical examples are used to illustrate the application of the proposed methods. |
| Keywords: | bivariate log-normal correlation coefficient generalized confidence interval generalizedpivotal quantity generalized p-value hypothesis test |