On the sample correlation coefficient in the truncated bivariate normal population

DOI10.1080/03610917808812091zbMath0394.62039MaRDI QIDQ4176844

A. V. Gajjar, Kocherlakota Subrahmaniam

Publication date: 1978

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917808812091

zbMATH Keywords

Sample Correlation Coefficient; Tables of Moments; Truncated Bivariate Normal Distribution; Variance Covariance Matrix

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

An approximation to percentiles of a variable of the bivariate normal distribution when the other variable is truncated, with applications, Estimating the Correlation in Bivariate Normal Data With Known Variances and Small Sample Sizes, Normal correlation coefficient of non-normal variables using piece-wise linear approximation, Robustness to nonnormality of some transformations of the sample correlation coefficient, Generalization of Fisher's z-transformation, Higher order asymptotic expansions for the distribution of the sample correlation coefficient, On the behaviour of some transforms of the sample correlation coefficient:discretebivariate populations

Cites Work

• Screening Based on Normal Variables
• Correlation in a Bivariate Normal Distribution with Truncation in Both Variables
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