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On the Performance of the SPRT for Correlation Coefficient: Normal and Mixtures of Normal Populations

✍ Scribed by K. Kocherlakota; N. Balakrishnan; Prof. S. Kocherlakota

Publisher
John Wiley and Sons
Year
1986
Tongue
English
Weight
559 KB
Volume
28
Category
Article
ISSN
0323-3847

No coin nor oath required. For personal study only.

✦ Synopsis

The sequential probability ratio test (SPRT) for the correlation coefficient is exaniined in the normal and non-normal situations. I n the latter case, we evaluate the robustness of the normal procedure when sampling from the mixtures of normal distributions. Two models are introduced for this type of nonnormality.It is shown that in the case of moderate nonnormality, the normal procedure is robust while for extreme nonnormality, the normal procedure is not recommended.

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