Goodman and Kruskal’s Gamma Coefficient for Ordinalized Bivariate Normal Distributions
نویسندگان
چکیده
منابع مشابه
Reliability for Some Bivariate Gamma Distributions
In the area of stress-strength models, there has been a large amount of work as regards estimation of the reliability R = Pr(X < Y). The algebraic form for R = Pr(X < Y) has been worked out for the vast majority of the well-known distributions when X and Y are independent random variables belonging to the same univariate family. In this paper, we consider forms of R when (X ,Y) follows a bivari...
متن کاملRobust Estimation of a Correlation Coefficient for Ε-contaminated Bivariate Normal Distributions
Robust estimators of a correlation coefficient based on: (i) direct robust counterparts of the sample correlation coefficient, (ii) nonparametric measures of correlation, (iii) robust regression, (iv) robust estimation of the variances of principal variables, (v) stable parameter estimation, and (vi) the preliminary rejection of outliers from the data with the subsequent application of the samp...
متن کاملAsymmetric Univariate and Bivariate Laplace and Generalized Laplace Distributions
Alternative specifications of univariate asymmetric Laplace models are described and investigated. A more general mixture model is then introduced. Bivariate extensions of these models are discussed in some detail, with particular emphasis on associated parameter estimation strategies. Multivariate versions of the models are briefly introduced.
متن کاملTail dependence in bivariate skew-Normal and skew-t distributions
Quantifying dependence between extreme values is a central problem in many theoretical and applied studies. The main distinction is between asymptotically independent and asymptotically dependent extremes, with important theoretical examples of these general limiting classes being the extremal behaviour of a bivariate Normal distribution, for asymptotic independence, and of the bivariate t dist...
متن کاملInferences on Correlation Coefficients of Bivariate Log-normal Distributions
This article considers inference on correlation coefficients of bivariate log-normal distributions. We developed generalized confidence intervals and hypothesis tests for the correlation coefficient, and extended the results for comparing two independent correlations. Simulation studies show that the suggested methods work well even for small samples. The methods are illustrated using two pract...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Psychometrika
سال: 2020
ISSN: 0033-3123,1860-0980
DOI: 10.1007/s11336-020-09730-5