Fixed-width sequential confidence interval for the correlation coefficient of a bivariate normal distribution |
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| Authors: | Mohamed Tahir |
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| Affiliation: | Department of Statistics , Temple University , Philadelphia, PA, 19122 |
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| Abstract: | A sequential confidence interval of fixed width 2d d > 0, is constructed for the correlation coefficient of a bivariate normal distribution. It is shown that the coverage probability is approximately equal to a preassigned number γ, 0 < γ < as d → 0. |
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| Keywords: | Correlation coefficient fixed-width confidence interval stopping time sequential procedure u-statistics |
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