Modified Signed Log-Likelihood Ratio Test for Comparing the Correlation Coefficients of Two Independent Bivariate Normal Distributions
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Reza Kazemi Mohammad, Ali Akbar Jafari *1 |
1- , aajafari@yazd.ac.ir |
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Abstract: (3063 Views) |
Received: 11/30/2014 Approved: 5/30/2016
Abstract: In this paper, we use the method of modified signed log-likelihood ratio test for the problem of testing the equality of correlation coefficients in two independent bivariate normal distributions. We compare this method with two other approaches, Fisherchr('39')s Z-transform and generalized test variable, using a Monte Carlo simulation. It indicates that the proposed method is better than the other approaches, in terms of the actual sizes and powers especially when the sample sizes are unequal. We illustrate performance of the proposed approach, using a real data set.
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Keywords: Bivariate normal distribution, actual size, correlation coefficient, maximum likelihood estimator, power. |
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Full-Text [PDF 186 kb]
(1004 Downloads)
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Type of Study: Research |
Subject:
General Received: 2016/07/4 | Accepted: 2016/07/4 | Published: 2016/07/4
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