On the sample correlation coefficient in the truncated bivariate normal population
- 1 January 1978
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 7 (5) , 455-477
- https://doi.org/10.1080/03610917808812091
Abstract
The truncated bivariate normal distribution (TBVND) with truncation in both variables on the left is studied here. The behaviour of the sample correlation coefficient is assessed through its moments when the sample is from such a population. Some inequalities established by Rao et al. (1968) are extendedKeywords
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