Robustness of the sample correlation - The bivariate lognormal case

Journal of Applied Mathematics and Decision Sciences

Volumn 3, Issue 1, 1999, Pages 7-19

  Lai, C D ^a   Rayner, J C W ^b   Hutchinson, T P ^c  

^a MASSEY UNIVERSITY   (New Zealand)

^b UNIVERSITY OF WOLLONGONG   (Australia)

^c MACQUARIE UNIVERSITY   (Australia)

Author keywords

Asymptotic Expansion; Bias; Bivariate Lognormal; Correlation Coefficients; Cumulant Ratio; Nonnormal; Robustnes; Sample Correlation

Indexed keywords

EID: 0009331813     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1155/S1173912699000012     Document Type: Article

References (10)

1. Cook, M. B. (1951). Bi-variate k-Statistics and Cumulants of Their Joint Sampling Distribution. Biometrika, Vol 38, pp.179-195
2. Gayen, A. K. (1951). The Frequency Distribution of the Product-Moment Correlation Coefficient in Random Samples of Any Size from Non-Normal Universe. Biometrika, Vol 38, pp. 219-247.
3. Hutchinson, T. P. (1997). A Comment on Correlation in Skewed Distributions, The Journal of General Psychology, Vol 124(2), pp 211-215
4. Johnson, N. L. and Kotz, S. and Balakrishnan, N. (1994). Distributions in Statistics: Continuous Univariate Distributions, Vol 1, Second Edition. New York, Wiley.
5. Johnson, N. L. and Kotz, S. and Balakrishnan, N. (1995). Distributions in Statistics: Continuous Univariate Distributions, Vol 2, Second Edition. New York, Wiley.
6. Johnson, N. L. and Kotz, S. (1972). Distributions in Statistics: Continuous Multivariate Distributions.. New York, Wiley.
7. Lai, C. D., Rayner, J. C. W., and Hutchinson, T. P. (1998). Properties of the Sample Correlation Coefficient of the bivariate Lognormal distributions. Proceedings of the Fifth International Conference on Teaching of Statistics (ICOTS 5), 21-26 June 1998, Singapore. Editors: L. Pereira-Mendoza etc, Vol 1, pp 309-315, International Statistical Institute.
8. Nakagawa, S. and Niki, N. (1992) Distribution of Sample Correlation Coefficient for Nonnormal Populations. Journal of Japanese Society of Computational Statistics, Vol 5, pp.1-19.
9. Romano, J. P. and Siegel A. F. (1986). Counter Examples in Probability and Statistics.. Monterey, California: Wadsworth and Brooks /Cole.
10. Rodriguez, R. N. (1982). Correlation. In Encyclopedia of Statistical Sciences. Vol 3, 194-204, New York, Wiley.