Premium
CONDITIONAL INFERENCE ABOUT AN EQUICORRELATION COEFFICIENT
Author(s) -
Williams Evan J.,
Yip Paul
Publication year - 1989
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1989.tb00507.x
Subject(s) - inference , confidence interval , statistics , estimator , mathematics , statistical inference , multivariate normal distribution , multivariate statistics , test (biology) , econometrics , computer science , artificial intelligence , paleontology , biology
summary SenGupta (1987) proposed a locally most powerful test which is globally (one sided) unbiased, and an estimator of p , the equicorrelation coefficient of a standard symmetric multivariate normal (SSMN) distribution. Here we use the idea in Williams (1984) to illustrate the construction and use of ancillary statistics to make inference about p. The test and confidence intervals based on this construction are conditionally optimal.