(1) Department of Math & Statistics, Bowling Green State University, 43403-0221 Bowling Green, OH, USA;(2) Department of Mathematics, St. Mary’s University, (B3H 3C3) Halifax, Nova Scotia, Canada
Abstract:
Summary The null density of the multiple correlation coefficient when sampling from a mixture of two normal populations has been derived by Srivastava (1983). However, he does not express this density in a rather standard form. The present paper obtains the nonnull densities of the multiple correlation coefficient and the partial correlation coefficient in a rather standard form when sampling from a mixture of two normal populations.