On the distribution of sample correlation coefficient and its transformations in samples from morgenstern bivariate exponential distribution

Abstract

The distribution of sample correlation coefficient r and some of its transformations are studied in this paper, when the parent population is Morgenstern bivariate exponential distribution(MBVED). The behaviour of r and its transformations is assessed through the first four standard moments and skewness and kurtosis factors.

Keywords:

• Morgenstern bivariate exponential distribution
• correlation coefficient
• measures of skewness and kurtosis
• transformations of r
• robustness