Bias Correction in Estimation of the Population Correlation Coefficient

Authors

  • Juthaphorn Sinsomboonthong Department of Statistics, Faculty of Science, Kasetsart University, Bangkok 10900, Thailand.

Keywords:

Pearson correlation coefficient, bivariate normal distribution, absolute bias, mean square error, estimator

Abstract

An estimator of the population correlation coefficient of two variables for a bivariate normal distribution was proposed and evaluated using comparisons with the Pearson correlation coefficient and an estimator of Olkin and Pratt, conducted using a simulation study. It was found that for a small sample size of n=10, the absolute bias of the proposed estimator was less than those of the Pearson correlation coefficient and an estimator of Olkin and Pratt. In addition, the mean square errors of those estimators seemed to have no difference in each situation for this study.

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Published

2013-06-30

How to Cite

Sinsomboonthong, Juthaphorn. 2013. “Bias Correction in Estimation of the Population Correlation Coefficient”. Agriculture and Natural Resources 47 (3). Bangkok, Thailand:453-59. https://li01.tci-thaijo.org/index.php/anres/article/view/243086.

Issue

Vol. 47 No. 3 (2013): May-June

Section

Research Article

License

online 2452-316X print 2468-1458/Copyright © 2022. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/),
production and hosting by Kasetsart University of Research and Development Institute on behalf of Kasetsart University.