Distribution of correlation coefficient under mixture normal model

被引：0
|
作者：
Daya K. Nagar
Marı´a Eugenia Castañeda
机构：
[1] Departamento de Matemáticas,
[2] Universidad de Antioquia,undefined
[3] Medellı´n,undefined
[4] A. A. 1226,undefined
[5] Colombia,undefined
来源：
Metrika | 2002年 / 55卷
关键词：
Key words: Bivariate normal distribution; inverse Mellin transformation; mixture; nonnull distribution; product moment correlation coefficient;
D O I：
暂无
中图分类号：
学科分类号：
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−r2 have been used to derive the nonnull density of r.
引用
收藏
页码：183 / 190
页数：7
相关论文
共 50 条
12345