Skip to main content
SpringerLink
Log in

Hypothesis testing on the correlation coefficient

  • Published:
Journal of the Italian Statistical Society Aims and scope Submit manuscript

A Correction to this article was published on 01 October 1995

Abstract

A simple and accurate test on the value of the correlation coefficient in normal bivariate populations is here proposed. Its accuracy compares favourably with any previous approximations.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Greco, L. (1992). The probability integral of the sample correlation coefficient,Journal of the Italian Statistical Society, vol. 1, n. 2, pp. 289–294.

    Google Scholar 

  • Johnson, N. L., Kotz, S. (1970).Distributions in Statistics: Continuous Univariate Distributions, vol. 2, Wiley, New York.

    MATH  Google Scholar 

  • Kraemer, H. C. (1973). Improved approximation to the non-null distribution of the correlation coefficient.Journal of the American Association, vol. 68, pp. 1004–1008.

    Article  MATH  MathSciNet  Google Scholar 

  • Patel, J. K., Read, C. R. (1982). Handbook of the Normal Distribution,Statistics: textbooks and monographs, vol. 40, Dekker, New York.

    MATH  Google Scholar 

  • Pillai, K. C. S. (1946). Confidence interval for the correlation coeffient,Sankhyà, vol. 7, pp. 415–422.

    MATH  MathSciNet  Google Scholar 

  • Sankaran, M. (1958). On Nair's transformation of the correlation coefficient,Biometrika, vol. 45, pp. 567–571.

    MATH  Google Scholar 

  • Samiuddin, M. (1970). On a test for an assigned value of correlation in a bivariate normal distribution.Biometrika, vol. 57, pp. 461–464.

    MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Dipartimento di Metodi Quantitativi, Università di Siena, I-53100, Siena, Italy

    L. Greco

  2. Dipartimento di Economia e Territorio, Università di Cassino, Cassino, Italy

    S. Naddeo

Authors
  1. L. Greco
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. S. Naddeo
    View author publications

    You can also search for this author in PubMed Google Scholar

Additional information

An erratum to this article is available at http://dx.doi.org/10.1007/BF02589123.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Greco, L., Naddeo, S. Hypothesis testing on the correlation coefficient. J. It. Statist. Soc. 4, 271–277 (1995). https://doi.org/10.1007/BF02589106

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02589106

Keywords

Search

Navigation