The null distribution of the first serial correlation coefficient
- 1 December 1966
- journal article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 53 (3-4) , 623-626
- https://doi.org/10.1093/biomet/53.3-4.623
Abstract
The null sampling distribution of the first serial correlation coefficient for random samples from populations of various shepes has been investigated by experimental sampling. The sampling distribution is very stable under changes of population shape and the asymptotic normal form of the sampling distribution is a rsesonable approximation even in samples as small as 10–20. One effect of a long tail in the population is to decrease the sampling variance.Keywords
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