An approximation to the distribution of the product of two dependent correlation coefficients

DOI10.1080/00949650310001596822zbMath1053.62019OpenAlexW1999459662MaRDI QIDQ4832531

Wei Pan, Kenneth A. Frank

Publication date: 4 January 2005

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

Full work available at URL: https://doi.org/10.1080/00949650310001596822

zbMATH Keywords

momentsPearson distributionapproximate distribution

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Approximations to statistical distributions (nonasymptotic) (62E17)

Uses Software

• Mathematica

Cites Work

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• Asymptotic Expansions for the Moments of the Distribution of Correlation Coefficient
• Systems of Frequency Curves
• Distribution of a Product and the Structural Set Up of Densities
• RELATIONS BETWEEN TWO SETS OF VARIATES
• The Selection of Variates for Use in Prediction with Some Comments on the General Problem of Nuisance Parameters
• The Probability Function of the Product of Two Normally Distributed Variables

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