We consider the problem of estimating the correlation in bivariate normal data when the means and variances are assumed known, with emphasis on the small sample case. We consider eight different estimators, several of them considered here for the first time in the literature. In a simulation study, we found that Bayesian estimators using the uniform and arc-sine priors outperformed several empi...

We perform several nonparametric correlation tests on the BATSE 3B data to search for evidence of cosmological time dilation. These tests account for the effects of data truncation due to threshold effects in both limiting brightness and limiting duration, enabling us to utilize a larger number of bursts than in previous analyses. We find little significant evidence for correlation between vari...

This note examines the weak-form market efficiency of the Australian stock market. Daily returns from 6 January 1958 to 12 April 2006 and monthly returns from February 1875 to December 2005 are examined for random walks using serial correlation coefficient and runs tests, Augmented Dickey-Fuller, Phillips-Perron and Kwiatkowski, Phillips, Schmidt and Shin unit root tests and multiple variance r...

The purpose of this study was to determine the impact of body weight on fitness tests among the personnel of the Croatian navy. Forty two naval personnel (age 27 +/- 4.1 years; body mass 86.2 +/- 4.9 kg; height 184.6 +/- 7.4 cm; body fat percentage 17.3 +/- 5.2) participated in this study. In order to evaluate the fitness of the naval servicemen, we applied a testing procedure that included mea...

This chapter concerns rank tests for independence of two random variables. A form of locally most powerful test against particular alternative is derived and the most often used variants of this test are mentioned, namely the test of van der Waerden type, Spearman rank correlation coefficient, the quadrant test and the Kendall rank correlation coefficient, a member of non-linear rank statistics...