NULL DISTRIBUTION OF THE SUM OF SQUARED Z-TRANSFORMS IN TESTING COMPLETE INDEPENDENCE

被引：9

作者：

CHEN, S ^{[1
]}

MUDHOLKAR, GS ^{[1
]}

机构：

[1] UNIV ROCHESTER,DEPT STAT,ROCHESTER,NY 14627

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1990年 / 42卷 / 01期

关键词：

Approximation; correlation analysis; dependence among sample correlations;

D O I：

10.1007/BF00050785

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：

Brien et al. (1984, Biometrika, 71, 545-554; 1988, Biometrika, 75, 469-476) have proposed, illustrated and discussed advantages of using Fisher's z-transforms for analyzing correlation structures of multinormal data. Chen and Mudholkar (1988, Austral. J. Statist., 31, 105-110) have studied the sum of squared z-transforms of sample correlations as a test statistic for complete independence. In this paper Brown's (1987, Ann. Probab., 15, 416-422) graph-theoretic characterization of the dependence structure of sample correlations is used to evaluate moments of the test statistic. These moments are then used to approximate its null distribution accurately over a broad range of parameters, including the case where the population dimension exceeds the sample size. © 1990 The Institute of Statistical Mathematics.

引用

页码：149 / 155

页数：7

共 10 条

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