||Multiple Comparison for Checking Correlations among Several Normal Random Variables
Imada, TsunehisaDouke, Hideyuki
Proceedings of the School of Science of Tokai University
44 , 2015-03-20 , 東海大学理学部 , Tokai University. School of Science , 東海大学出版部
In this study we discuss a multiple comparison for checking correlations among several normal random variables. Specifically, we construct two kinds of multiple comparison procedures using t-distribution based on sample correlation coefficient for pairwise comparison. One is a single step procedure based on Bonferroni's inequality. The other is a sequentially rejective step down procedure based on Holm's method. We compare two procedures in terms of the power of the test in a simulation study. Finally, we give an example to illustrate our procedures.