Robustness of testing correlation and equality of variances
February 9, 2011 – 4:41am
Full Title:
Robustness of testing correlation and equality of variances
Speaker:
Anwar H Joarder, PhD
King Fahd University of Petroleum & Minerals
Dhahran, Saudi Arabia
Date/Time:
Wednesday, February 9, 2011, 1500
Venue:
ISRT Seminar Room
ABSTRACT
Many statistical methods say testing correlation and equality of variances, have been developed under the assumptions of independence, identicality and normality of observations. In this talk, we will address how far we can relax the three strong assumptions with special reference to distributions that shares many intrinsic properties of normal distribution but distinct in many respects. These are bivariate t-distribution, bivariate contaminated normal distribution and many other distributions belonging to bivariate elliptical distributions.
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Institute of Statistical Research and Training (ISRT)
University of Dhaka
Dhaka 1000, Bangladesh