Abstract
Abstract A sequential test for correlation coefficients is presented. The method consists of reducing the test of a correlation coefficient to that of a variance ratio and making use of Helmert transformations of sequential observations. The resulting test is identified as the sequential probability ratio test regarding the parameter of the Cauchy distribution. The average sample number of the test is given and it is shown that the proposed sequential test yields an appreciable saving in the required average number of observations compared to the usual fixed sample size test.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
