Journal of the Korean Data and Information Science Society
- Volume 7 Issue 2
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- Pages.235-245
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- 1996
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- 1598-9402(pISSN)
A Comparative Study on Tests of Correlation
상관계수에 대한 검정법 비교
- Published : 1996.09.30
Abstract
In this paper, we studied about several methods of testing hypothesis of correlation, specially Approximate method, Empirical method and Bootstrap method. The Approximate method is based on the Fisher's Z-transformation and the Empirical and Bootstrap methods approximate the distribution of the sample correlation coefficient by Monte Carlo simulation and Bootstrap technique, respectively. In order to compare how good these tests are, we computed powers under various alternatives. Consequently, we see that the Approximate test performs very well even if in small sample and all tests have almost the same power in large sample.
확률변수 (X,Y)가 이변량 정규분포를 따르는 경우, 모상관계수