Comparison of test statistics for the correlation coefficient inbivariate normal samples with type II censoring

Abstract

A comparison of five possible statistics for testing the null hypothesis Ho :ρ = ρ_o, with ρ_o not necessarily 0, is undertaken, using the modified maximum likelihood estimators of Tiku and Gill (1989). Symmetric and asymmetric Type II censored samples are considered, as is the robustness of these statistics to departures from normality.

Keywords:

• bivariate life testing
• censored samples
• correlation coefficient
• MML estimators
• robustness
• Fisher z-shytransformation
• concomitant