Inference on the Ratio of Correlations of Two Independent Populations

Authors

  • Mohammad Reza Mahmoudi
  • Marzieh Mahmoudi

DOI:

https://doi.org/10.30495/jme.v7i0.225

Keywords:

Cramers theorem, ratio of correlations, slutsky’s theorem

Abstract

The asymptotic distribution for the ratio of the sample correlations
in two independent populations is established. The presented
method can be used to derive the asymptotic confidence interval and
hypothesis testing for the ratio of population correlations. The performance
of the new interval is comparable with similar method. Then
the simulation study is provided to compare our confidence interval
with Fisher Z-transform and Cauchy-transform methods. The proposed
confidence set has a good coverage probability with a larger power.

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Published

2014-02-21

Issue

Vol. 7

Section

Vol. 7, No. 4, (2013)

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