Inferences on correlation coefficients of bivariate log-normal distributions

Guoyi Zhang and Zhongxue Chen

Journal of Applied Statistics, 2015, vol. 42, issue 3, 603-613

Abstract: This article considers inference on correlation coefficients of bivariate log-normal distributions. We developed generalized confidence intervals and hypothesis tests for the correlation coefficients, and extended the results to compare two independent correlations. Simulation studies show that the suggested methods work well. Two practical examples are used to illustrate the application of the proposed methods.

Date: 2015
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DOI: 10.1080/02664763.2014.980786

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