Distribution of Sample Correlation Coefficients

Distribution of Sample Correlation Coefficients
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Publisher :
Total Pages : 11
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ISBN-10 : OCLC:227478781
ISBN-13 :
Rating : 4/5 (81 Downloads)

Book Synopsis Distribution of Sample Correlation Coefficients by : Khursheed Alam

Download or read book Distribution of Sample Correlation Coefficients written by Khursheed Alam and published by . This book was released on 1977 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let (Y, X sub 1 ..., X sub K) be a random vector distributed according to a multivariate normal distribution, and let R sub i denote the sample correlation coefficient between Y and X sub i. The joint distribution of R sub 1,.., R sub k are derived and given its asymptotic property.


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