Inferences about the coefficient of correlation in the standard bivariate normal distribution
Autor(a) principal: | |
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Data de Publicação: | 2001 |
Outros Autores: | |
Tipo de documento: | Artigo |
Idioma: | eng |
Título da fonte: | Repositório Institucional da UNESP |
Texto Completo: | http://hdl.handle.net/11449/66708 |
Resumo: | The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities. |
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Repositório Institucional da UNESP |
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Inferences about the coefficient of correlation in the standard bivariate normal distributionBayesian inferenceBootstrapEM algorithmMaximum likelihoodMonte CarloReference priorRejection samplingThe study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities.Department of Biostatistics UNESP, Botucatu, São Paulo 18618-000Department of Animal Sciences University of Wisconsin, Madison, WI 53706Department of Biostatistics UNESP, Botucatu, São Paulo 18618-000Universidade Estadual Paulista (Unesp)University of WisconsinRosa, G. J. M. [UNESP]Gianola, D.2014-05-27T11:20:21Z2014-05-27T11:20:21Z2001-12-01info:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/article69-93http://hdl.handle.net/11449/66708South African Statistical Journal, v. 35, n. 1, p. 69-93, 2001.0038-271Xhttp://hdl.handle.net/11449/667082-s2.0-26444452195Scopusreponame:Repositório Institucional da UNESPinstname:Universidade Estadual Paulista (UNESP)instacron:UNESPengSouth African Statistical Journalinfo:eu-repo/semantics/openAccess2021-10-23T07:40:21Zoai:repositorio.unesp.br:11449/66708Repositório InstitucionalPUBhttp://repositorio.unesp.br/oai/requestopendoar:29462021-10-23T07:40:21Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP)false |
dc.title.none.fl_str_mv |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
title |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
spellingShingle |
Inferences about the coefficient of correlation in the standard bivariate normal distribution Rosa, G. J. M. [UNESP] Bayesian inference Bootstrap EM algorithm Maximum likelihood Monte Carlo Reference prior Rejection sampling |
title_short |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
title_full |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
title_fullStr |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
title_full_unstemmed |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
title_sort |
Inferences about the coefficient of correlation in the standard bivariate normal distribution |
author |
Rosa, G. J. M. [UNESP] |
author_facet |
Rosa, G. J. M. [UNESP] Gianola, D. |
author_role |
author |
author2 |
Gianola, D. |
author2_role |
author |
dc.contributor.none.fl_str_mv |
Universidade Estadual Paulista (Unesp) University of Wisconsin |
dc.contributor.author.fl_str_mv |
Rosa, G. J. M. [UNESP] Gianola, D. |
dc.subject.por.fl_str_mv |
Bayesian inference Bootstrap EM algorithm Maximum likelihood Monte Carlo Reference prior Rejection sampling |
topic |
Bayesian inference Bootstrap EM algorithm Maximum likelihood Monte Carlo Reference prior Rejection sampling |
description |
The study of the association between two random variables that have a joint normal distribution is of interest in applied statistics; for example, in statistical genetics. This article, targeted to applied statisticians, addresses inferences about the coefficient of correlation (ρ) in the bivariate normal and standard bivariate normal distributions using likelihood, frequentist, and Baycsian perspectives. Some results are surprising. For instance, the maximum likelihood estimator and the posterior distribution of ρ in the standard bivariate normal distribution do not follow directly from results for a general bivariate normal distribution. An example employing bootstrap and rejection sampling procedures is used to illustrate some of the peculiarities. |
publishDate |
2001 |
dc.date.none.fl_str_mv |
2001-12-01 2014-05-27T11:20:21Z 2014-05-27T11:20:21Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/article |
format |
article |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/11449/66708 South African Statistical Journal, v. 35, n. 1, p. 69-93, 2001. 0038-271X http://hdl.handle.net/11449/66708 2-s2.0-26444452195 |
url |
http://hdl.handle.net/11449/66708 |
identifier_str_mv |
South African Statistical Journal, v. 35, n. 1, p. 69-93, 2001. 0038-271X 2-s2.0-26444452195 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.relation.none.fl_str_mv |
South African Statistical Journal |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
69-93 |
dc.source.none.fl_str_mv |
Scopus reponame:Repositório Institucional da UNESP instname:Universidade Estadual Paulista (UNESP) instacron:UNESP |
instname_str |
Universidade Estadual Paulista (UNESP) |
instacron_str |
UNESP |
institution |
UNESP |
reponame_str |
Repositório Institucional da UNESP |
collection |
Repositório Institucional da UNESP |
repository.name.fl_str_mv |
Repositório Institucional da UNESP - Universidade Estadual Paulista (UNESP) |
repository.mail.fl_str_mv |
|
_version_ |
1799964916693598208 |