著者

Akahira Masafumi Torigoe Norio

出版者

日本統計学会

雑誌

Journal of the Japan Statistical Society (ISSN:03895602)

巻号頁・発行日

vol.28, no.1, pp.45-57, 1998

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A new higher order approximation formula for a percentage point of thedistribution of the sample correlation coefficient is given up to the order O( n-1),using the Cornish-Fisher expansion for the statistic based on a linear combinationof a normal random variable and chi-random variables. The numerical comparisonof the formula with others shows that it dominates the others and gives almostprecise values in various cases even for the size n= 10 of sample.