Journal article
Effects of nonnormality on the spart for the correlation coefficient: bivariate edgeworth series distribution
Abstract
The effects of sampling from the bivariate Edgeworth series distribution (BVESD) on the sequential probability ratio test (SPRT) for the correlation coefficient are assessed. The values of the average sample number (ASN) and the operating characteristic (OC) are determined by simulation from such populations. The robustness of the SPRT to this type of nonnormality is demonstrated.
Authors
Kocherlakota S; Kocherlakota K; Balakrishnan N
Journal
Journal of Statistical Computation and Simulation, Vol. 23, No. 1-2, pp. 41–51
Publisher
Taylor & Francis
Publication Date
December 1985
DOI
10.1080/00949658508810857
ISSN
0094-9655