A Monte Carlo study of the robustness of the standard deviation of the sample correlation coefficient to the assumption of normality
From the case studies presented, one could conclude that for large values of n the standard deviation of r, the usual estimator of the correlation coefficient, and its transform z are only negligibly affected by variation in skewness or variation in kurtosis, the effect being slightly greater for va...
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| Format: | Others |
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/44894 http://scholar.lib.vt.edu/theses/available/etd-09242008-112820/ |