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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Related Book For
Testing Statistical Hypotheses Volume I
ISBN: 9783030705770
4th Edition
Authors: E.L. Lehmann, Joseph P. Romano
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