Distribution of Sample Correlation Coefficients
Author | : Khursheed Alam |
Publisher | : |
Total Pages | : 11 |
Release | : 1977 |
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.