Interval estimation for the normal correlation coefficient

2007 ◽  
Vol 77 (17) ◽  
pp. 1652-1661 ◽  
Author(s):  
Y. Sun ◽  
A.C.M. Wong
Keyword(s):  
Correlation Coefficient ◽  
Interval Estimation ◽  
Normal Correlation

SPRT's for the Normal Correlation Coefficient

1979 ◽  
Vol 74 (368) ◽  
pp. 815 ◽  
Author(s):  
Julian Kollerstrom ◽  
G. Barrie Wetherill
Keyword(s):  
Correlation Coefficient ◽  
Normal Correlation

SPRT's for the Normal Correlation Coefficient

1979 ◽  
Vol 74 (368) ◽  
pp. 815-821
Author(s):  
Julian Köllerström ◽  
G. Barrie Wetherill
Keyword(s):  
Correlation Coefficient ◽  
Normal Correlation

scholarly journals ON THE RANGE OF CORRELATION COEFFICIENTS OF BIVARIATE ORDERED DISCRETE RANDOM VARIABLES

2001 ◽  
Vol 17 (1) ◽  
pp. 247-256 ◽  
Author(s):  
Lung-fei Lee
Keyword(s):  
Correlation Coefficient ◽  
Random Vector ◽  
Correlation Coefficients ◽  
Bivariate Normal ◽  
Discrete Random Variables ◽  
Normal Correlation ◽  
Probability System ◽  
Countably Infinite ◽  
Bivariate Probability ◽  
Monotonic Relation

The range of correlation coefficient of any bivariate discrete random vector with finite or countably infinite values is derived. We show analytically that the normal-transformed discrete bivariate probability system of Van Ophem (1999, Econometric Theory 15, 228–237) has a flexible correlation coefficient. We establish the strictly monotonic relation of its correlation coefficient with the bivariate normal correlation-coefficient parameter in the system.

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