A note on normal correlation
成果类型：
Article
署名作者：
Pitman, EJG
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.2307/2334971
发表日期：
1939
页码：
912
关键词：
摘要：
Suppose that X and Y are normally correlated variables and that we have a sample of n pairs of observed values (x r, y r) and wish to determine whether the sample values indicate that the variances of X and Y are unequal. A simple and exact significance test is developed, which may be used when the exact value of the correlation coefficient of X and Y is unknown. It is also shown how fiducial limits for the ratio of the variances of X and Y may be determined. A similar method gives very easily the distribution required for the estimation of the correlation coefficient of X and Y when it is known that their variances are equal.