Distribution of correlation coefficient under mixture normal model

被引：0

作者：

Nagar, DK ^{[1
]}

Castañeda, ME ^{[1
]}

机构：

[1] Univ Antioquia, Dept Matemat, AA-1226 Medellin, Colombia

来源：

METRIKA | 2002年 / 55卷 / 03期

关键词：

bivariate normal distribution; inverse Mellin transformation; mixture; nonnull distribution; product moment correlation coefficient;

D O I：

10.1007/s001840100139

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The present paper obtains the nonnull distribution of the product moment correlation coefficient r when sample is drawn from a mixture of two bivariate Gaussian distributions. The moments of 1 - r(2) have been used to derive the nonnull density of r.

引用

页码：183 / 190

页数：8

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