Inference of Common Correlation Coefficient Based on Confidence Distribution Concept
|
Mohammad Reaz Kazemi * |
|
|
Abstract: (3542 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]
(1931 Downloads)
|
Type of Study: Applied |
Subject:
Statistical Inference Received: 2019/10/2 | Accepted: 2020/03/19 | Published: 2021/02/28
|
|
|
|