Inferences about the coefficient of correlation in the standard bivariate normal distribution
Nenhuma Miniatura disponível
Data
2001-12-01
Autores
Orientador
Coorientador
Pós-graduação
Curso de graduação
Título da Revista
ISSN da Revista
Título de Volume
Editor
Tipo
Artigo
Direito de acesso
Acesso aberto
Resumo
The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities.
Descrição
Palavras-chave
Idioma
Inglês
Como citar
South African Statistical Journal, v. 35, n. 1, p. 69-93, 2001.