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Distribution of correlation coefficient under mixture normal model |
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| Authors: | Daya K Nagar Mar?´a Eugenia Castañeda |
| Institution: | (1) Departamento de Matemáticas, Universidad de Antioquia, Medellı′n, A. A. 1226, Colombia, CO |
| Abstract: | The present paper obtains the nonnull distribution of the product moment correlation coefficient r when sample is drawn from a mixture of two bivariate Gaussian distributions. The moments of 1−r 2 have been used to derive the nonnull density of r. Received September 2000 |
| Keywords: | : Bivariate normal distribution inverse Mellin transformation mixture nonnull distribution product moment correlation coefficient |
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