An approximation to the distribution of the product of two dependent correlation coefficients.
Publication
, Journal Article
Pan, W; Frank, KA
Published in: Journal of Statistical Computation and Simulation
June 2004
Many methodological studies depend on the product of two dependent correlation coefficients. However, the behavior of the distribution of the product of two dependent correlation coefficients is not well known. The distribution of sets of correlation coefficients has been well studied, but not the distribution of the product of two dependent correlation coefficients. The present study derives an approximation to the distribution of the product of two dependent correlation coefficients with a closed form, resulting in a Pearson Type I distribution. A simulation study is also conducted to assess the accuracy of the approximation.
Duke Scholars
Published In
Journal of Statistical Computation and Simulation
Publication Date
June 2004
Volume
74
Issue
6
Start / End Page
419 / 443
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Pan, W., & Frank, K. A. (2004). An approximation to the distribution of the product of two dependent correlation coefficients. Journal of Statistical Computation and Simulation, 74(6), 419–443.
Pan, W., and K. A. Frank. “An approximation to the distribution of the product of two dependent correlation coefficients.” Journal of Statistical Computation and Simulation 74, no. 6 (June 2004): 419–43.
Pan W, Frank KA. An approximation to the distribution of the product of two dependent correlation coefficients. Journal of Statistical Computation and Simulation. 2004 Jun;74(6):419–43.
Pan, W., and K. A. Frank. “An approximation to the distribution of the product of two dependent correlation coefficients.” Journal of Statistical Computation and Simulation, vol. 74, no. 6, June 2004, pp. 419–43.
Pan W, Frank KA. An approximation to the distribution of the product of two dependent correlation coefficients. Journal of Statistical Computation and Simulation. 2004 Jun;74(6):419–443.
Published In
Journal of Statistical Computation and Simulation
Publication Date
June 2004
Volume
74
Issue
6
Start / End Page
419 / 443
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 1402 Applied Economics
- 0104 Statistics