On the behaviour of some transforms of the sample correlation coefficient in samples from the bivariate t and the bivariate X2distribution |
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| Authors: | Subrahmaniam Kocherlakota M Singh |
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| Institution: | 1. University of Manitoba ,;2. I.A.S.R.I , New Delhi |
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| Abstract: | The present paper studies the normality of five transformations suggested in the literature to normalize the sample correlation coefficient. The parent populations are the bivariate t and the bivariate X 2The results in the previous work of Subrahmaniam and Gajjar are exploited to assess their performance. The density estimation procedure of Tarter and Kronmal is used to provide empiric support to the asymptotic results |
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| Keywords: | r tanh-1 sin-1 Samiuddin Nair Ruben transformation bivariate t and x 2 density estimation procedures |
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