Taraldsen's Exact Correlation Density

Hrishikesh Vinod

Fordham Economics Discussion Paper Series from Fordham University, Department of Economics

Abstract: This short paper serves as a vignette for the R package "practicalSigni" describing the usage of pvTarald() and qTarald(), respectively, for computing the p-values and quantiles of Taraldsen's new exact sampling distribution of Pearson correlation coefficient and its generalized versions. A new table allows practitioners to see one-sided critical values from Taraldsen's (2023) exact sampling distribution, which generalizes Fisher's z-transform. It computes p-values and quantiles for the arbitrary hypothesized value of the population correlation coefficient, Ï âˆˆ [−1, 1].

Keywords: Sampling distribution; Generalized correlation; Arbitrary null (search for similar items in EconPapers)
JEL-codes: C30 C51 (search for similar items in EconPapers)
Date: 2023
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