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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/20615


    Title: Exact Test Critical Values for Correlation Testing with Application
    Authors: Chang, Ching-Hui;林志娟;Lin, Jyh-Jiuan;Pal, Nabendu
    Contributors: 淡江大學統計學系
    Keywords: Asymptotic variance;confidence interval;size;power
    Date: 2008-06-01
    Issue Date: 2009-11-30 12:53:48 (UTC+8)
    Publisher: World Scientific and Engineering Academy and Society (WSEAS)
    Abstract: Tables of critical values for the exact test method based on the maximum likelihood estimator (MLE) have been obtained to test a hypothesis on the correlation coefficient between the components of a bivariate normal random vector. The exact test is then compared, in terms of size and power, with the other popular methods, namely - the ‘z - test’, the ‘modified z - test’ and the ‘t - test’. While these popular methods have almost identical size and power to the exact test for large samples, their small sample performance is far from satisfactory as evident from our extensive numerical computations. Thus, our tables of critical values are useful when sample size is not large (i.e., ≤ 30 ). Also, it is demonstrated through a real-life dataset how the tables of critical values can be used for interval estimation.
    Relation: WSEAS Transactions on Mathematics 7(6), pp.363-381
    Appears in Collections:[統計學系暨研究所] 期刊論文

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