Inferences about the coefficient of correlation in the standard bivariate normal distribution

dc.contributor.authorRosa, G. J. M. [UNESP]
dc.contributor.authorGianola, D.
dc.contributor.institutionUniversidade Estadual Paulista (Unesp)
dc.contributor.institutionUniversity of Wisconsin
dc.date.accessioned2014-05-27T11:20:21Z
dc.date.available2014-05-27T11:20:21Z
dc.date.issued2001-12-01
dc.description.abstractThe 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.en
dc.description.affiliationDepartment of Biostatistics UNESP, Botucatu, São Paulo 18618-000
dc.description.affiliationDepartment of Animal Sciences University of Wisconsin, Madison, WI 53706
dc.description.affiliationUnespDepartment of Biostatistics UNESP, Botucatu, São Paulo 18618-000
dc.format.extent69-93
dc.identifierhttp://hdl.handle.net/11449/66708
dc.identifier.citationSouth African Statistical Journal, v. 35, n. 1, p. 69-93, 2001.
dc.identifier.issn0038-271X
dc.identifier.scopus2-s2.0-26444452195
dc.identifier.urihttp://hdl.handle.net/11449/66708
dc.language.isoeng
dc.relation.ispartofSouth African Statistical Journal
dc.rights.accessRightsAcesso aberto
dc.sourceScopus
dc.subjectBayesian inference
dc.subjectBootstrap
dc.subjectEM algorithm
dc.subjectMaximum likelihood
dc.subjectMonte Carlo
dc.subjectReference prior
dc.subjectRejection sampling
dc.titleInferences about the coefficient of correlation in the standard bivariate normal distributionen
dc.typeArtigo
unesp.campusUniversidade Estadual Paulista (Unesp), Instituto de Biociências, Botucatupt

Arquivos