On the robustness of the correlation coefficient in sampling from a mixture of two bivariate normals

References

• Anderson , T.W. 1946 . The non-central Wishart distribution and certain problem of multivariate statistics . Ann Math. Statist , 17 : 409 – 431 . Correction, Ann. Math. Statist. 35, 923-924
   Google Scholar
• Baker , G.A. 1930 . The significance of the produce moment coefficient of correlation with special reference to the character of marginal distribution . JASA , 25 : 387 – 396 .
   Google Scholar
• David , F.N. 1938 . “ Tables of correlation coefficient ” . Cambridge : University Press .
   Google Scholar
• Duncan , G.T. and Layard , M.W.J. 1973 . A Monte Carlo study of asymptotically robust tests for correlation coefficient . Biometrika , 60 : 551 – 558 .
   Web of Science ®Google Scholar
• Gayen , A.K. 1951 . The frequency distribution of the product-moment correlation coefficient in random sample of any size drawn from non-normal universe . Biometrika , 38 : 219 – 247 .
   PubMed Web of Science ®Google Scholar
• Kowalski , C.G. 1972 . On the effect of non-normality on the distribution of the sample product-moment correlation coefficient . Appl. Statist , 21 : 1 – 12 .
   Web of Science ®Google Scholar
• Pearson , E.S. 1929 . Some notes on sampling tests with two variables . Biometrika , 21 : 337 – 360 .
   Google Scholar
• Pearson , E.S. 1931 . The test of significance for correlation coefficient . JASA , 26 : 128 – 134 .
   Google Scholar
• Pearson , E.S. 1932 . The test of significance for correlation coefficient . JASA , 27 : 424 – 426 . some further results
   Google Scholar
• Pitman , E.J.G. 1937 . Significance tests which may be applied to samples from any populations, II, The correlation coefficient test . J.R. Statist. Soc. Suppl , 4 : 225 – 232 .
   Google Scholar
• Srivastava , M.S. and Khatri , C.G. 1979 . “ An introduction to multivariate statistics ” . New York : North-Holland .
   Google Scholar
• Srivastava , M.S. and Awan , H.M. 1980 . On the robustness of correlation coefficient in sampling from a mixture of two bivariate normals , Dept. of Statistics, University of Toronto . Technical Report
   Google Scholar
• Srivastava , M.S. and Awan , H.M. 1982 . On the robustness of Hotelling's T2-test and distribution of linear and quadratic forms in sampling from a mixture of two multivariate normal populations . Comm. in Statistics , 1982
   Google Scholar
• Subrahamaniam , K. , Subrahamaniam , K. and Messri , J.Y. 1975 . On the robustness of some tests of significance in sampling from a compound normal population . JASA , 70 : 435 – 438 .
   Google Scholar