4 23 (Sec 4 2 2) Prove that the density of the sample correlation r given by (38) is Hint Expand (1 prx) n in a power series, integrate, and use the duplication formula for the gamma ft ,nction n (1 )(1)( 3) x 1 dx (1 pmx) 1 x...

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4.23. (Sec. 4.2.2) Prove that the density of the sample correlation r [given by (38)] is [Hint:...

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4.23. (Sec. 4.2.2) Prove that the density of the sample correlation r [given by

(38)] is

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[Hint: Expand (1 - prx)-n in a power series, integrate, and use the duplication formula for the gamma ft:,nction.]

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An Introduction To Multivariate Statistical Analysis

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3rd Edition

Authors: Theodore W. Anderson

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4.23. (Sec. 4.2.2) Prove that the density of the sample correlation r [given by (38)] is [Hint: Expand (1 - prx)-n in a power series, integrate, and use the duplication formula for the gamma...
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4.23. (Sec. 4.2.2) Prove that the density of the sample correlation r [given by (38)] is [Hint:...

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n -(1-)(1)(-3)- x"-1 dx (1-pmx)"1-x

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An Introduction To Multivariate Statistical Analysis

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