COMPUTER ALGEBRA APPLICATION TO THE DISTRIBUTION OF SAMPLE CORRELATION-COEFFICIENT

Authors
NAKAGAWA S NIKI N HASHIGUCHI H
Citation
S. Nakagawa et al., COMPUTER ALGEBRA APPLICATION TO THE DISTRIBUTION OF SAMPLE CORRELATION-COEFFICIENT, Mathematics and computers in simulation, 45(1-2), 1998, pp. 23-32
Citations number
21
Categorie Soggetti
Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming",Mathematics,"Computer Science Interdisciplinary Applications","Computer Science Software Graphycs Programming
Journal title
Mathematics and computers in simulation → ACNP
ISSN journal
03784754
Volume
45
Issue
1-2
Year of publication
1998
Pages
23 - 32
Database
ISI
SICI code
0378-4754(1998)45:1-2<23:CAATTD>2.0.ZU;2-W
Abstract
Let r be the sample correlation coefficient. In this paper we clarify the role of computer algebra to obtain an asymptotic expansion for pro bability integrals of r. A key technique is to use a change of bases o f the module of symmetric polynomials. We describe an algorithm for ac complishing it. We derive the asymptotic cumulants of r in terms of po pulation cumulants. An approximate distribution of r is also given. (C ) 1998 IMACS/Elsevier Science B.V.