A Simple Approximation to the Bivariate Normal Distribution with Large Correlation Coefficient
نویسندگان
چکیده
منابع مشابه
Estimation of the Correlation Coefficient for Triangular Contingency Tables under the Bivariate Normal Distribution
Triangular contingency tables are a special class of incomplete contingency tables. Association and independence models are used to analyze such tables. Association models can be described in terms of the association parameters for the analysis of triangular contingency tables having ordered categories. The aim of this study is to show the relation between the association parameters of the unif...
متن کاملTest of the Correlation Coefficient in Bivariate Normal Populations Using Ranked Set Sampling
Ranked Set Sampling (RSS) is a statistical method for data collection that leads to more efficient estimators than competitors based on Simple Random Sampling (SRS). We consider testing the correlation coefficient of bivariate normal distribution based on Bivariate RSS (BVRSS). Under one-sided and two-sided alternatives, we show that the new tests based on BVRSS are more powerful than the usua...
متن کاملThe Bivariate Normal Distribution
Let U and V be two independent normal random variables, and consider two new random variables X and Y of the form X = aU + bV, Y = cU + dV, where a, b, c, d, are some scalars. Each one of the random variables X and Y is normal, since it is a linear function of independent normal random variables.† Furthermore, because X and Y are linear functions of the same two independent normal random variab...
متن کاملRobust Estimation of a Correlation Coefficient for Ε-contaminated Bivariate Normal Distributions
Robust estimators of a correlation coefficient based on: (i) direct robust counterparts of the sample correlation coefficient, (ii) nonparametric measures of correlation, (iii) robust regression, (iv) robust estimation of the variances of principal variables, (v) stable parameter estimation, and (vi) the preliminary rejection of outliers from the data with the subsequent application of the samp...
متن کاملAsymptotic Efficiencies of the MLE Based on Bivariate Record Values from Bivariate Normal Distribution
Abstract. Maximum likelihood (ML) estimation based on bivariate record data is considered as the general inference problem. Assume that the process of observing k records is repeated m times, independently. The asymptotic properties including consistency and asymptotic normality of the Maximum Likelihood (ML) estimates of parameters of the underlying distribution is then established, when m is ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1994
ISSN: 0047-259X
DOI: 10.1006/jmva.1994.1015