Improved estimation of the correlation coefficient in a bivariate exponential distribution

DOI10.1080/00949650108812064zbMath0997.62045OpenAlexW1991370750WikidataQ126247343 ScholiaQ126247343MaRDI QIDQ2708089

Hon Keung Tony Ng, Narayanaswamy Balakrishnan

Publication date: 14 November 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812064

zbMATH Keywords

tablesMonte Carlo simulationsbiascorrelation coefficientsmean square errorsbias-reduced estimatorjackknife estimate

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Monte Carlo methods (65C05)

Related Items

On estimation of the correlation coefficient in moran-downton multivariate exponential distribution ⋮ Bayesian Estimation of Stress–Strength Parameter for Moran–Downton Bivariate Exponential Distribution Under Progressive Type II Censoring ⋮ Testing for a class of bivariate exponential distributions ⋮ Estimation of parametric functions in Downton's bivariate exponential distribution ⋮ Correlation estimation in Downton's bivariate exponential distribution using incomplete samples ⋮ Bayes estimation of Moran–Downton bivariate exponential distribution based on censored samples

Cites Work

• Tests for independence of exponential variables
• Estimators for the correlation coefficient in a bivariate exponential distribution
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