Assume (Ui, Vi) is bivariate normal with correlation . Let n denote the sample correlation given by

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Assume (Ui, Vi) is bivariate normal with correlation ρ. Let ρˆn denote the sample correlation given by (11.29). Verify the limit result (11.31).

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Testing Statistical Hypotheses Volume I

ISBN: 9783030705770

4th Edition

Authors: E.L. Lehmann, Joseph P. Romano

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