Accession Number : AD0737296

Title :   Selection of Largest Multiple Correlation Coefficients: Asymptotic Case.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Rizvi,M. Haseeb ; Solomon,Herbert

Report Date : 01 FEB 1972

Pagination or Media Count : 26

Abstract : The paper considers the problem of selection of t largest from among k multiple correlation coefficients, each arising from one of k independent p-variate normal populations with unknown mean vectors and unknown covariance matrices. A selection procedure based on a natural ordering of the squared sample multiple correlation coefficients is proposed and the infimum of the probability of a correct selection over a specified preference zone in the parameter space is evaluated for large values of the common sample size n. A table giving values of n for preassigned minimal probability of a correct selection is appended. Certain decision-theoretic properties of the proposed procedure and some applications, especially the case of the simple correlation coefficients arising in bivariate normal populations, are discussed. (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, *CORRELATION TECHNIQUES), DECISION THEORY, PROBABILITY, SAMPLING, THEOREMS, TABLES(DATA)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE