An approximation to the distribution of the product of two dependent correlation coefficients

被引：10
|
作者：
Pan, W
Frank, K
机构：
[1] Univ Cincinnati, Cincinnati, OH 45221 USA
[2] Michigan State Univ, E Lansing, MI 48824 USA
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2004年 / 74卷 / 06期
基金：
美国国家科学基金会;
关键词：
approximate distribution; correlation coefficient; moments; Pearson distributions;
D O I：
10.1080/00949650310001596822
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Many methodological studies depend on the product of two dependent correlation coefficients. However, the behavior of the distribution of the product of two dependent correlation coefficients is not well known. The distribution of sets of correlation coefficients has been well studied, but not the distribution of the product of two dependent correlation coefficients. The present study derives an approximation to the distribution of the product of two dependent correlation coefficients with a closed form, resulting in a Pearson Type I distribution. A simulation study is also conducted to assess the accuracy of the approximation.
引用
收藏
页码：419 / 443
页数：25
相关论文
共 50 条
  • [21] A new current balancer for single-phase three-wire secondary distribution feeders using the correlation coefficients
    Tanaka, Toshihiko
    Fukui, Hirokazu
    Hiraki, Eiji
    2007 POWER CONVERSION CONFERENCE - NAGOYA, VOLS 1-3, 2007, : 83 - +
  • [22] A New Control Method of a Current Balancer in Single-Phase Three-Wire Secondary Distribution Systems Using the Correlation and Cross-Correlation Coefficients
    Fukui, Hirokazu
    Hiraki, Eiji
    Tanaka, Toshihiko
    IECON 2008: 34TH ANNUAL CONFERENCE OF THE IEEE INDUSTRIAL ELECTRONICS SOCIETY, VOLS 1-5, PROCEEDINGS, 2008, : 2194 - +
  • [23] Sequential Accuracy in Parameter Estimation for Population Correlation Coefficients
    Kelley, Ken
    Darku, Francis Bilson
    Chattopadhyay, Bhargab
    PSYCHOLOGICAL METHODS, 2019, 24 (04) : 492 - 515
  • [24] AN EASY WAY TO CALCULATE THE MOMENTS OF SAMPLE CORRELATION COEFFICIENTS
    Rady, El-Houssainy A.
    Fergany, Hala A.
    Edress, Adel M.
    COMMUNICATIONS FACULTY OF SCIENCES UNIVERSITY OF ANKARA-SERIES A1 MATHEMATICS AND STATISTICS, 2005, 54 (01): : 21 - 28
  • [25] JPEN Journal Club 54. Correlation Coefficients
    Koretz, Ronald L.
    JOURNAL OF PARENTERAL AND ENTERAL NUTRITION, 2020, 44 (08) : 1545 - 1547
  • [26] STUDY OF CORRELATION COEFFICIENTS OF THE RECEIVER PAIR IN MICROWAVE TOMOGRAPHY
    Ono, Y.
    Kamiya, T.
    Mohamed, L.
    Kuwahara, Y.
    2016 INTERNATIONAL SYMPOSIUM ON ANTENNAS AND PROPAGATION (ISAP), 2016, : 482 - 483
  • [27] ON TESTING THE EQUALITY OF K MULTIPLE AND PARTIAL CORRELATION COEFFICIENTS
    A. K. Gupta Bowling Green State University
    ActaMathematicaScientia, 2001, (02) : 221 - 223
  • [28] On testing the equality of K multiple and partial correlation coefficients
    Gupta, AK
    Kabe, DG
    ACTA MATHEMATICA SCIENTIA, 2001, 21 (02) : 221 - 223
  • [29] A modified class of correlation coefficients of hesitant fuzzy information
    Farhadinia, B.
    Liao, H.
    Herrera-Viedma, E.
    SOFT COMPUTING, 2021, 25 (10) : 7009 - 7028
  • [30] On some correlation coefficients in Pythagorean fuzzy environment with applications
    Singh, Surender
    Ganie, Abdul Haseeb
    INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS, 2020, 35 (04) : 682 - 717
12345