Test-statistic correlation and data-row correlation

Bin Zhuo, Duo Jiang and Yanming Di

Statistics & Probability Letters, 2020, vol. 167, issue C

Abstract: When a statistical test is repeatedly applied to rows of a data matrix, correlations among data rows will give rise to correlations among corresponding test statistics. We investigate the relationship between test-statistic correlation and data-row correlation and discuss its implications.

Keywords: Test-statistic correlation; Bivariate normal; Two-sample t-test (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2020.108903

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