Inference on the Ratio of Correlations of Two Independent Populations

. The asymptotic distribution for the ratio of the sample correlations in two independent populations is established. The presented method can be used to derive the asymptotic confidence interval and hypothesis testing for the ratio of population correlations. The performance of the new interval...

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Bibliographic Details
Main Authors: M. R. Mahmoudi, M. Mahmoudi
Format: Article
Language:English
Published: Islamic Azad University 2013-12-01
Series:Journal of Mathematical Extension
Online Access:http://ijmex.com/index.php/ijmex/article/view/225/138
Description
Summary:. The asymptotic distribution for the ratio of the sample correlations in two independent populations is established. The presented method can be used to derive the asymptotic confidence interval and hypothesis testing for the ratio of population correlations. The performance of the new interval is comparable with similar method. Then the simulation study is provided to compare our confidence interval with Fisher Z-transform and Cauchy-transform methods. The proposed confidence set has a good coverage probability with a larger pow
ISSN:1735-8299
1735-8299