Objective priors for common correlation coefficient in bivariate normal populations

2021 ◽  
pp. 1-20
Author(s):  
Sang Gil Kang ◽  
Woo Dong Lee ◽  
Yongku Kim
Keyword(s):  
Correlation Coefficient ◽  
Bivariate Normal ◽  
Normal Populations

Effects of Scaling on the Correlation Coefficient: Additional Considerations

1978 ◽  
Vol 15 (2) ◽  
pp. 304-308 ◽  
Author(s):  
Warren S. Martin
Keyword(s):  
Normal Distribution ◽  
Correlation Coefficient ◽  
Correlation Coefficients ◽  
Bivariate Normal Distribution ◽  
Information Loss ◽  
Simulation Data ◽  
Pearson Product Moment Correlation ◽  
Bivariate Normal ◽  
Amount Of Information ◽  
Restricted Number

Distortion in the Pearson product moment correlation due to a restricted number of scale points is evaluated in two ways. First, a simulation of the bivariate normal distribution is used to estimate the effects of varying the number of scale points on the product moment correlation. This procedure demonstrates a substantial amount of information loss. Second, other correlation coefficients and some methods to correct for this loss are discussed and related to the simulation data.

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