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Journal of Statistics Applications & Probability Letters
An International Journal


Volumes > Vol. 2 > No. 1


Comparing Seventeen Interval Estimates for a Bivariate Normal Correlation Coefficient

PP: 23-35
Mohammad Reza Kazemi, Ali Akbar Jafari,
In this paper, we consider the problem of constructing confidence interval for the correlation coefficient in a bivariate normal distribution. For this problem, we found fifteen approaches in literatures. Also, we have proposed a generalized confidence interval and a parametric bootstrap confidence interval. The coverage probabilities and expected lengths of these seventeen approaches are evaluated and compared via simulation study. In addition, robustness of the methods is considered in the comparisons by the non-normal distributions. Two real examples are given to illustrate the approaches.

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