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Computational approach test for inference about several correlation coefficients: Equality and common
Authors:A. A. Jafari  M. R. Kazemi
Affiliation:1. Department of Statistics, Yazd University, Yazd, Iran;2. Department of Statistics, Fasa University, Fasa, Iran
Abstract:In this article, we consider inference about the correlation coefficients of several bivariate normal distributions. We first propose computational approach tests for testing the equality of the correlation coefficients. In fact, these approaches are parametric bootstrap tests, and simulation studies show that they perform very satisfactory, and the actual sizes of these tests are better than other existing approaches. We also present a computational approach test and a parametric bootstrap confidence interval for inference about the parameter of common correlation coefficient. At the end, all the approaches are illustrated using two real examples.
Keywords:Actual size  Computational approach test  Correlation coefficient  Coverage probability  Parametric bootstrap
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