Hypothesis testing on the correlation coefficient
نویسندگان
چکیده
منابع مشابه
Sequential Probability Ratio Test of Correlation Coefficient Using Fuzzy Hypothesis Testing
One of the important fields in statistics is testing hypothesis of correlation coefficient. The extension of the idea of testing correlation to fuzzy hypothesis is of great interesting. In this study, we examined the use of fuzzy hypothesis testing approach for the Sequential Probability Ratio Test (SPRT) of correlation coefficient. Use of fuzzy hypothesis testing for correlation coefficient wi...
متن کاملOn the Maximum Correlation Coefficient∗
For an arbitrary random vector (X,Y ) and an independent random variable Z it is shown that the maximum correlation coefficient between X and Y + λZ as a function of λ is lower semicontinuous everywhere and continuous at zero where it attains its maximum. If, moreover, Z is in the class of self-decomposable random variables, then the maximal correlation coefficient is right continuous, nonincre...
متن کاملHYPOTHESIS TESTING FOR AN EXCHANGEABLE NORMAL DISTRIBUTION
Consider an exchangeable normal vector with parameters ????2, and ?. On the basis of a vector observation some tests about these parameters are found and their properties are discussed. A simulation study for these tests and a few nonparametric tests are presented. Some advantages and disadvantages of these tests are discussed and a few applications are given.
متن کاملHypothesis testing for coefficient alpha: an SEM approach.
We show how to test hypotheses for coefficient alpha in three different situations: (1) hypothesis tests of whether coefficient alpha equals a prespecified value, (2) hypothesis tests involving two statistically independent sample alphas as may arise when testing the equality of coefficient alpha across groups, and (3) hypothesis tests involving two statistically dependent sample alphas as may ...
متن کاملLINEAR HYPOTHESIS TESTING USING DLR METRIC
Several practical problems of hypotheses testing can be under a general linear model analysis of variance which would be examined. In analysis of variance, when the response random variable Y , has linear relationship with several random variables X, another important model as analysis of covariance can be used. In this paper, assuming that Y is fuzzy and using DLR metric, a method for testing ...
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 the Italian Statistical Society
سال: 1995
ISSN: 1121-9130,1613-981X
DOI: 10.1007/bf02589123