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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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
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spelling doaj-946c4e08c52a4a77b989dd457f81346d2020-11-25T03:39:32ZengIslamic Azad UniversityJournal of Mathematical Extension1735-82991735-82992013-12-01747182Inference on the Ratio of Correlations of Two Independent PopulationsM. R. Mahmoudi0M. Mahmoudi1Shiraz UniversityShiraz University. 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 powhttp://ijmex.com/index.php/ijmex/article/view/225/138
collection DOAJ
language English
format Article
sources DOAJ
author M. R. Mahmoudi
M. Mahmoudi
spellingShingle M. R. Mahmoudi
M. Mahmoudi
Inference on the Ratio of Correlations of Two Independent Populations
Journal of Mathematical Extension
author_facet M. R. Mahmoudi
M. Mahmoudi
author_sort M. R. Mahmoudi
title Inference on the Ratio of Correlations of Two Independent Populations
title_short Inference on the Ratio of Correlations of Two Independent Populations
title_full Inference on the Ratio of Correlations of Two Independent Populations
title_fullStr Inference on the Ratio of Correlations of Two Independent Populations
title_full_unstemmed Inference on the Ratio of Correlations of Two Independent Populations
title_sort inference on the ratio of correlations of two independent populations
publisher Islamic Azad University
series Journal of Mathematical Extension
issn 1735-8299
1735-8299
publishDate 2013-12-01
description . 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
url http://ijmex.com/index.php/ijmex/article/view/225/138
work_keys_str_mv AT mrmahmoudi inferenceontheratioofcorrelationsoftwoindependentpopulations
AT mmahmoudi inferenceontheratioofcorrelationsoftwoindependentpopulations
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