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Physical Sciences and Mathematics Commons

Open Access. Powered by Scholars. Published by Universities.®

2005

Statistical Theory

Edgeworth expansion

Articles 1 - 2 of 2

Full-Text Articles in Physical Sciences and Mathematics

Second-Order Accurate Inference On Simple, Partial, And Multiple Correlations, Robert J. Boik, Ben Haaland Nov 2005

Second-Order Accurate Inference On Simple, Partial, And Multiple Correlations, Robert J. Boik, Ben Haaland

Journal of Modern Applied Statistical Methods

This article develops confidence interval procedures for functions of simple, partial, and squared multiple correlation coefficients. It is assumed that the observed multivariate data represent a random sample from a distribution that possesses infinite moments, but there is no requirement that the distribution be normal. The coverage error of conventional one-sided large sample intervals decreases at rate 1√n as n increases, where n is an index of sample size. The coverage error of the proposed intervals decreases at rate 1/n as n increases. The results of a simulation study that evaluates the performance of the proposed intervals is …


Right-Tailed Testing Of Variance For Non-Normal Distributions, Michael C. Long, Ping Sa May 2005

Right-Tailed Testing Of Variance For Non-Normal Distributions, Michael C. Long, Ping Sa

Journal of Modern Applied Statistical Methods

A new test of variance for non-normal distribution with fewer restrictions than the current tests is proposed. Simulation study shows that the new test controls the Type I error rate well, and has power performance comparable to the competitors. In addition, it can be used without restrictions.