title: A remark on certain classical criteria of mathematical statistics
metadata.name: dc.contributor.author
metadata.value: Lunev, Ivan S.
metadata.lang: -
metadata.name: dc.contributor.author
metadata.value: Nekrutkin, Vladimir V.
metadata.lang: -
metadata.name: dc.date.accessioned
metadata.value: 2019-05-24T11:11:16Z
metadata.lang: -
metadata.name: dc.date.available
metadata.value: 2019-05-24T11:11:16Z
metadata.lang: -
metadata.name: dc.date.issued
metadata.value: 2019-06
metadata.lang: -
metadata.name: dc.identifier.citation
metadata.value: Lunev I. S., Nekrutkin V.V. A remark on certain classical criteria of mathematical statistics. Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy, 2019, vol. 6 (64), issue 2, pp. 221–231.
metadata.lang: en_GB
metadata.name: dc.identifier.other
metadata.value: https://doi.org/10.21638/11701/spbu01.2019.204
metadata.lang: -
metadata.name: dc.identifier.uri
metadata.value: http://hdl.handle.net/11701/15554
metadata.lang: -
metadata.name: dc.description.abstract
metadata.value: The paper is devoted to asymptotical features of the standard statistical test for the signiﬁcance of Pearson correlation between random variables x and y. Although this test (sometimes called t-test for the correlation coeﬃcient) is only justiﬁed if the distribution of (x, y) is Gaussian, it is very widespread and is included in many statistical packages. However, in practice the Gaussian assumption usually fails. Thus, it is worth to describe the area of the correct application of t-test for big sample sizes. It is proven that under certain additional conditions, this test is asymptotically precise if x and y are independent, while the simple lack of correlation is not suﬃcient for such a feature. Also, the general asymptotically precise and consistent test for the signiﬁcance of correlation coeﬃcient is proposed. Computational experiments show that this test can be successfully applied in practice. Under modiﬁcations these results are transferred to the partial correlation coeﬃcient.
metadata.lang: en_GB
metadata.name: dc.language.iso
metadata.value: ru
metadata.lang: en_GB
metadata.name: dc.publisher
metadata.value: St Petersburg State University
metadata.lang: en_GB
metadata.name: dc.relation.ispartofseries
metadata.value: Vestnik of St Petersburg University. Mathematics. Mechanics. Astronomy;Volume 6 (64); Issue 2
metadata.lang: -
metadata.name: dc.subject
metadata.value: Pearson correlation coefficient
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: partial correlation
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: significance criteria
metadata.lang: en_GB
metadata.name: dc.subject
metadata.value: asymptotical analysis
metadata.lang: en_GB
metadata.name: dc.title
metadata.value: A remark on certain classical criteria of mathematical statistics
metadata.lang: en_GB
metadata.name: dc.type
metadata.value: Article
metadata.lang: en_GB
resources.filename: 221-231.pdf
resources.url: https://dspace.spbu.ru/bitstream/11701/15554/1/221-231.pdf
resources.format: Adobe PDF
resources.size: 377,02 kB