On Testing Equality of Two Correlation Coefficients

Authors

  • Syed Ejaz Ahmed Department of Mathematics and Statistics, Brock University St Catharines
  • Arjun Kumar Gupta Department of Mathematics and Statistics, Bowling Green State University Bowling Green
  • Ngoc Nguyen Department of Mathematics, Western Kentucky University Bowling Green

Keywords:

correlation coefficients, bivariate normal, hypothesis testing, confidence intervals

Abstract

A simple significance test for comparing two correlation coefficients estimated from independent samples is given. The test proposed is exact under very mild conditions on covariance matrices. Confidence interval of the difference in correlation coefficients is constructed for special cases.

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Published

2015-07-30

How to Cite

Ahmed, S. E., Gupta, A. K., & Nguyen, N. (2015). On Testing Equality of Two Correlation Coefficients. Thailand Statistician, 13(2), 185–190. Retrieved from https://ph02.tci-thaijo.org/index.php/thaistat/article/view/37771

Issue

Vol. 13 No. 2 (2015): July

Section

Articles