Abstract
The use of Wald's SPRT to test hypotheses concerning the correlation coefficient is complicated by the nuisance parameters (μ x , μ y , σ X , σ y ) in the bivariate normal density function. While more general theories have been proposed to produce sequential tests in such situations, the properties of these tests are difficult to ascertain since Wald's method of approximating the OC and ASN functions (usually) breaks down. We derive several sequential tests for the correlation coefficient for which these functions are calculable.
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