一种检验相关系数相等性的精确方法  

An Exact Test for Equality of Several Correlation Coefficients

作　　者：杨静[1] 

机构地区：[1]长治学院师范分院,山西长治046000

出　　处：《长治学院学报》2013年第2期44-45,共2页Journal of Changzhi University

摘　　要：研究了多个相互独立的二元正态分布相关系数的相等性检验问题。定义了一个新的广义检验变量,给出了检验问题的广义p值。这种方法不依赖于大样本近似,而且可以算出广义上的精确p值,弥补了传统方法不适用于小样本的缺陷。For the problem of testing the equality of the correlation coefficients from several independent bivariate normal populations, a new generalized test variable is given and the generalized p-value based on the test variable is derived. This proposed procedure can calculate the exact p-value in the generalized sense and does not depend on large-sample approximations. So it is a better choice for testing the equality of the correlation coefficients when are small.

关 键 词：相关系数 广义P值 广义枢轴量 广义检验变量 

分 类 号：O213[理学—概率论与数理统计]