Size and Power Properties of Some Test Statistics for Testing thePopulation Correlation Coefficient �?�?

Journal of Biometrics & Biostatistics

article

Shipra Banik¹  Golam Kibria BM² 

[1]Department of Physical Sciences Independent University

[2]Department of Mathematics and Statistics Florida, International University Miami

关键词: Bivariate distribution;    Bootstrapping;    Correlation coefficients;    Hypothesis tests;    Monte Carlo simulation;    Power;    Size;   

DOI  :  10.4172/2155-6180.1000353

来源: Hilaris Publisher

【 摘 要 】

Correlation measures the strength of association between two variables, which plays an important role in various fields, such as Health Science, Economics, Finance, Engineering, Environmental science among others. Several tests for testing the population correlation coefficient are proposed in a literature by various researchers at different time points. This paper evaluates the performance of some of the prominent test statistics for testing the population correlation coefficient based on empirical size and power of the tests. Some bivariate distributions, such as normal, lognormal, gamma and chi-square are considered to compare the performance of the test statistics. We believe that the findings of this paper will make an important contribution to select some good test statistics to find the relationship between two variables.

【 授权许可】

Unknown