A sequential triangular test of a correlation coefficient’s null-hypothesis: 0<ρ≤ρ0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$0 < \rho \le \rho _{0}$$\end{document}

被引:0
|
作者
Berthold Schneider
Dieter Rasch
Klaus D. Kubinger
Takuya Yanagida
机构
[1] Hannover Medical School,Institute for Biometry
[2] University of Natural Resources and Life Sciences,Department of Landscape, Spatial and Infrastructure Sciences
[3] University of Vienna,Division of Psychological Assessment and Applied Psychometrics, Faculty of Psychology
[4] University of Applied Sciences Upper Austria,School of Applied Health and Social Sciences
关键词
Correlation coefficient; Test of hypothesis; Simulation; Triangular sequential test;
D O I
10.1007/s00362-014-0604-8
中图分类号
学科分类号
摘要
A sequential triangular test of the null-hypothesis H0:0<ρ≤ρ0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\hbox {H}_{0}{:} 0<\rho \le \rho _{0}$$\end{document} is derived, given a two-dimensional vector of normal random variables (x, y). The test is based on an approximate normally distributed test statistic by Fisher’s transformation of the sample correlation coefficient. We show via simulation that for certain requirements of precision (type-I-, type-II-risk, and a practical relevant effect δ=ρ1-ρ0\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\delta =\rho _1 -\rho _0$$\end{document}) the average sample size of the sequential triangular test is smaller than the sample size of the pertinent fixed sample size test.
引用
收藏
页码:689 / 699
页数:10
相关论文
共 16 条