A TEST OF THE SIGNIFICANCE OF THE DIFFERENCE OF THE CORRELATION COEFFICIENTS IN NORMAL BIVARIATE SAMPLES
正态二维样本中相关系数差异的显著性检验AI 解读 ↓
本页整理公开书目信息,不生成学术质量评分。AI 解读根据题名及所注明的摘要或原文片段生成,未完成全文核验,可能有误;具体假设、证明与结论请核对原文。摘要保留来源文本,未经模型改写。
DOI 首次登记不等于接收或发表日期。部分更正、评论等条目没有独立摘要;缺少可靠材料时保留待补状态。
引用量采用 OpenAlex 单条关联记录,不合计多个记录;关联记录可能包含正式发表版本,不等于此版本单独引用。缺失不视为零,引用指标不代表论文质量。
关注作者按书目中的完整姓名匹配,同名和姓名变体需人工辨别。相关论文先按共享细分方向和具体方法排列,再参考通用方法与发表日期。
AI 根据所提供的论文材料归类:摘要讨论一般二维正态样本的相关系数比较,没有时间序列、金融相关风险或其他所列细分方向的明确证据。
反馈分类问题正态二维样本中相关系数差异的显著性检验AI 解读 ↓
正在核对关联版本…
正在核对对应版本的资源…
THE problem of testing the significance of the difference between correlation coefficients, r1 and r2, found in two independent samples of size n1 and n2 may be considered as that of testing the hypothesis that the samples have been drawn from populations in which the coefficients of correlation between the variables have some common, but unspecified value, p. A method of procedure commonly used, which is adequate if the samples are large and p not too near either + I or 1, is to compare the difference, r1 r2, with an estimate of its standard error, 0'rl-1'2 But if these conditions are inot satisfied, we are at once faced with certain difficulties: (a) the value of o>,j-r2 is very sensitive to the particular estimate of p chosen; (b) the sampling distribution of r1 92 will be asymnietrical, difficult to calculate and again dependent on the estimlate of p.