期刊論文

標題 Exact Test Critical Values for Correlation Testing with Application
學年 96
學期 2
出版(發表)日期 2008/06/01
作品名稱 Exact Test Critical Values for Correlation Testing with Application
作品名稱(其他語言)
著者 Chang, Ching-Hui; 林志娟; Lin, Jyh-Jiuan; Pal, Nabendu
單位 淡江大學統計學系
出版者 World Scientific and Engineering Academy and Society (WSEAS)
著錄名稱、卷期、頁數 WSEAS Transactions on Mathematics 7(6), pp.363-381
摘要 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.
關鍵字 Asymptotic variance; confidence interval; size; power
語言 英文
ISSN 1109-2769
期刊性質 國外
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