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Distribution of correlation coefficient under mixture normal model

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Abstract.

The present paper obtains the nonnull distribution of the product moment correlation coefficient r when sample is drawn from a mixture of two bivariate Gaussian distributions. The moments of 1−r 2 have been used to derive the nonnull density of r.

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Authors and Affiliations

  1. Departamento de Matemáticas, Universidad de Antioquia, Medellı´n, A. A. 1226, Colombia, , , , , , CO

    Daya K. Nagar & Marı´a Eugenia Castañeda

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  1. Daya K. Nagar
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  2. Marı´a Eugenia Castañeda
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Received September 2000

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Nagar, D., Castañeda, M. Distribution of correlation coefficient under mixture normal model. Metrika 55, 183–190 (2002). https://doi.org/10.1007/s001840100139

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  • DOI: https://doi.org/10.1007/s001840100139

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