Tests for Correlation on Bivariate Non-Normal Data

被引：2
|
作者：
Beversdorf, L. [1 ]
Sa, Ping [2 ]
机构：
[1] North Carolina State Univ, Raleigh, NC 27695 USA
[2] Univ North Florida, Stat, Jacksonville, FL 32224 USA
来源：
JOURNAL OF MODERN APPLIED STATISTICAL METHODS | 2011年 / 10卷 / 02期
关键词：
Saddlepoint approximation; Fisher's transformation; tests for correlation; bivariate non-normal distribution;
D O I：
10.22237/jmasm/1320121680
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：
Two statistics are considered to test the population correlation for non-normally distributed bivariate data. A simulation study shows that both statistics control type I error rates well for left-tailed tests and have reasonable power performance.
引用
收藏
页码：699 / 709
页数：11
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