On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals

DOI10.1080/03610928408828688zbMATH Open0567.62030OpenAlexW2093506789MaRDI QIDQ3683347FDOQ3683347

Authors: Hayat Muhammad Awan, Muni S. Srivastava 

Publication date: 1984

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928408828688

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zbMATH Keywords

robustnessnon-normalitycontaminationdistribution of the correlation coefficientmixture of two bivariate normal distributions with common covariance matrixone sided testspower computationstwo sided tests

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Title not available (Why is that?)
• A Monte-Carlo study of asymptotically robust tests for correlation coefficients
• THE FREQUENCY DISTRIBUTION OF THE PRODUCT-MOMENT CORRELATION COEFFICIENT IN RANDOM SAMPLES OF ANY SIZE DRAWN FROM NON-NORMAL UNIVERSES
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

Cited In (12)

• Kendall's \(\tau\) is equal to the correlation coefficient for the BVE distribution
• Title not available (Why is that?)
• Normalizing and variance stabilizing transformations of multivariate statistics under an elliptical population
• Linear rank tests for independence in bivariate distributions-power comparisons by simulation
• Robustness of the Multiple Correlation Coefficient When Sampling From a Mixture of Two Multivariate Normal Populations
• A robust estimate of the correlation coefficient for bivariate normal distribution using ranked set sampling
• On the Performance of the SPRT for Correlation Coefficient: Normal and Mixtures of Normal Populations
• On the distribution of the correlation coefficient when sampling from a mixture of two bivariate normal densities: Robustness and the effect of outliers
• The percentage bend correlation coefficient
• On the distribution of hotelling's t²and multiple correlation r²when sampling from a mixture of two normals
• On the robustness of hotelling's T²-test anb distribution of linear and quadratic forms III sampling from a mixture of two mult11ariate normal populations
• Distribution of correlation coefficient under mixture normal model

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