Critical values of the sample product-moment correlation coefficient in the bivariate normal distribution
Titel:
Critical values of the sample product-moment correlation coefficient in the bivariate normal distribution
Auteur:
Odeh, Robert E.
Verschenen in:
Communications in statistics
Paginering:
Jaargang 11 (1982) nr. 1 pagina's 1-26
Jaar:
1982
Inhoud:
Let R be the sample product-moment correlation coefficient computed from a random sample of n pairs of observations from a bivariate normal distribution with population correlation coefficient ρ. For -1 < r < 1, define fn (r,p) to be the density function for R, and Fn (r,p)=Pr[R <=r] to be the cumulative distribution function. Extensive tables of fn(r,p) and Fn (r,p) are given by David (1954) . Tables of upper and lower confidence limits on p are given by Odeh and Owen (1980). The major purpose of this paper is to give extensive tables of the critical values of the Distribution of R. In particular we give values of ry=r(y,n,ρ) to 5 decimal places which satisfy Fn(ry,ρ)= y. Tables are given for values of ρ=0.0(0.10)0.90, 0.95; n = 4(1)30(2)40(5)50(10)100(20)200(100)1000; Y=0.25, 0.10, 0.05, 0.025, 0.01, 0.005;Y=0.75, 0.90, 0.95, 0.975, 0.99, 0.995. We also show how critical values for ρ < 0 can be obtained from the tables.
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