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The distribution of the MLE of the uniform correlation coefficient in the multivariate normal population

✍ Scribed by S. A. Patil; J. L. Kovner; D. C. Patel


Publisher
Springer Japan
Year
1974
Tongue
English
Weight
329 KB
Volume
26
Category
Article
ISSN
0020-3157

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On the Performance of the SPRT for Corre
✍ K. Kocherlakota; N. Balakrishnan; Prof. S. Kocherlakota πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 559 KB

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