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:: Volume 14, Issue 2 (2-2021) ::
J. of Stat. Sci. 2021, 14(2): 471-486 Back to browse issues page
Inference of Common Correlation Coefficient Based on Confidence Distribution Concept
Mohammad Reaz Kazemi
Abstract:   (795 Views)
In this paper, we investigate the confidence interval for the parameter of the common correlation coefficient of several bivariate normal populations. To do this, we use the confidence distribution approach. By simulation studies and using the concepts of coverage probability and expected length, We compare this method with the generalized variable approach. Results of simulation studies show that the coverage probability of the proposed method is close to the nominal level in all situations and also, in most cases, the expected length of this method is less than that of the generalized variable approach. Finally, we present two real examples to apply this approach.
Keywords: Confidence Distribution, Confidence Interval, Coverage Probability, Fisher Z-Transformation, Generalized Variable.
Full-Text [PDF 226 kb]   (123 Downloads)    
Type of Study: Applied | Subject: Statistical Inference
Received: 2019/10/2 | Accepted: 2020/03/19 | Published: 2021/02/28
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Kazemi M R. Inference of Common Correlation Coefficient Based on Confidence Distribution Concept. J. of Stat. Sci.. 2021; 14 (2) :471-486
URL: http://jss.irstat.ir/article-1-680-en.html

Volume 14, Issue 2 (2-2021) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
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