An approximation to the distribution of the product of two dependent correlation coefficients

被引：10
|
作者：
Pan, W
Frank, K
机构：
[1] Univ Cincinnati, Cincinnati, OH 45221 USA
[2] Michigan State Univ, E Lansing, MI 48824 USA
来源：
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2004年 / 74卷 / 06期
基金：
美国国家科学基金会;
关键词：
approximate distribution; correlation coefficient; moments; Pearson distributions;
D O I：
10.1080/00949650310001596822
中图分类号：
TP39 [计算机的应用];
学科分类号：
081203 ; 0835 ;
摘要：
Many methodological studies depend on the product of two dependent correlation coefficients. However, the behavior of the distribution of the product of two dependent correlation coefficients is not well known. The distribution of sets of correlation coefficients has been well studied, but not the distribution of the product of two dependent correlation coefficients. The present study derives an approximation to the distribution of the product of two dependent correlation coefficients with a closed form, resulting in a Pearson Type I distribution. A simulation study is also conducted to assess the accuracy of the approximation.
引用
收藏
页码：419 / 443
页数：25
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