Departmental Bulletin Paper Multiple Comparison for Checking Correlations among Several Normal Random Variables

Imada, Tsunehisa  ,  Douke, Hideyuki

50pp.37 - 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.

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