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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Islamic Azad University
2013-12-01
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Series: | Journal of Mathematical Extension |
Online Access: | http://ijmex.com/index.php/ijmex/article/view/225/138 |
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 |
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ISSN: | 1735-8299 1735-8299 |