Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations

Baikunth Nath G. (1977) Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations. Annals of the Institute of Statistical Mathematics, 29 1: 259-273. doi:10.1007/BF02532788


Author Baikunth Nath G.
Title Inference concerning the population correlation coefficient from bivariate normal samples based on minimal observations
Journal name Annals of the Institute of Statistical Mathematics   Check publisher's open access policy
ISSN 0020-3157
Publication date 1977-01-01
Sub-type Article (original research)
DOI 10.1007/BF02532788
Open Access Status Not yet assessed
Volume 29
Issue 1
Start page 259
End page 273
Total pages 15
Publisher Kluwer Academic Publishers
Subject 2613 Statistics and Probability
2600 Mathematics
Abstract Let (X, Y) be bivariate normally distributed with means (μ 1, μ 2), variances (σ 1 2, σ 2 2 ) and correlation between X and Y equal to ρ. Let (X i, Y i ) be independent observations on (X, Y) for i=1,2,..., n. Because of practical considerations only Z i =min (X i, Y i) is observed. In this paper, as in certain routine applications, assuming the means and the variances to be known in advance, an unbiased consistent estimator of the unknown distribution parameter ρ is proposed. A comparison between the traditional maximum likelihood estimator and the unbiased estimator is made. Finally, the problem is extended to multivariate normal populations with common mean, common variance and common non-negative correlation coefficient.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Unknown

Document type: Journal Article
Sub-type: Article (original research)
Collection: Scopus Import - Archived
 
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