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坐标正态化变换与正态理论独立性检验的功效AI 解读

This paper considers properties of the normal theory test for independence applied to observations from bivariate distributions constrained to have normal marginals. Coordinate transformations to normality are applied to a variety of non-normal distributions (X, Y) and it is found that the normal theory test for independence is more powerful when applied to the transformed vector than when (X, Y) is used. The general transformation of an arbitrary continuous variate to…

坐标正态化变换与正态理论独立性检验的功效AI 解读

This paper considers properties of the normal theory test for independence applied to observations from bivariate distributions constrained to have normal marginals. Coordinate transformations to normality are applied to a variety of non-normal distributions (X, Y) and it is found that the normal theory test for independence is more powerful when applied to the transformed vector than when (X, Y) is used. The general transformation of an arbitrary continuous variate to…