Distribution of the ML estimate of the correlation coefficient of two-dimensional normal data with missing values in one variable
✍ Scribed by L. Sakalauskas; O. Štikoninė
- Publisher
- Springer
- Year
- 1993
- Tongue
- English
- Weight
- 291 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0363-1672
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The maximum likelihood estimator (MLE) of the correlation coefficient and its asymptotic properties are well-known for bivariate normal data when no observations are missing. The situation in which one of the two variates is not observed in some of the data is examined herein. The MLE of the correla
It is possible to show that the theorem of Fieller yields an exact confidence region derivable from the likelihood ratio b a t . The statement Of m N (1982) that this confidence region is conservative is refuted. Bounds for the conditional confidence coefficient under the condition that the confiden