Abstract
We assume (X, Y) has a bivariate normal distribution with all the five parameters unknown and that the data consist of the Y values and the ranks of associated X values generated from a random sample of size n. Our goal is to investigate the estimators of the correlation coefficient based on this type of incomplete bivariate sample. We consider several estimators and use simulation to examine their properties and obtain their estimated relative efficiencies. We show that an estimator based on ratios of linear functions of concomitants of order statistics and their order statistics is highly efficient.
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