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
The Influence of Noise and Non-Normality on Biserial Correlation Coefficients
✍ Scribed by Rudolf M. Dünki
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 477 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0323-3847
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✦ Synopsis
Abstract
The estimation of any biserial correlation coefficient is biased if noise‐like processes are overlaid. We've carried out a computer simulation to study this effect. The effect can be described in a universal way. Additionally, we've varied the type of distribution within the simulation and compared this effect with the effect of noise. Based on this comparison, we've been able to draw some conclusions on the use of biserial correlation coefficients.
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