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Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes

✍ Scribed by Fosdick, Bailey K.; Raftery, Adrian E.

Book ID
118025932
Publisher
American Statistical Association
Year
2012
Tongue
English
Weight
361 KB
Volume
66
Category
Article
ISSN
0003-1305

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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