Interval estimation for the normal correlation coefficient

DOI10.1016/j.spl.2007.04.004zbMath1225.62039OpenAlexW1995496443MaRDI QIDQ2471241

Augustine C. M. Wong, Ye Sun

Publication date: 22 February 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.04.004

zbMATH Keywords

canonical parameterexponential family modelmodified signed log-likelihood ratio statisticconfidence distribution function

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (5)

A Statistical Inference Course Based on p-Values ⋮ Confidence distributions: a review ⋮ Confidence intervals for the correlation from a bivariate normal ⋮ Modern likelihood inference for the maximum/minimum of a bivariate normal vector ⋮ Interval Estimation for the Correlation Coefficient

Cites Work

• Approximations of marginal tail probabilities and inference for scalar parameters
• Modified signed log likelihood ratio
• A simple general formula for tail probabilities for frequentist and Bayesian inference
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