UJI ASYMPTOTIC KORELASI DUA VARIABEL ACAK MENGGUNAKAN METODE DELTA

The purpose of this study is to obtain the limit distribution of the sample correlation coefficient, to test the population correlation coefficient and furthermore to apply the derived method in testing the correlation of the weight (BB) and the height (TB) of the students of Mathematics Department, Faculty of Mathematics and Natural Sciences, Halu Oleo University. The limit distribution of the sample correlation coefficient is derived by means of the central limit theorem and the delta method. Random samples (X_i,Y_j) are assumed to follow a bivariate normal distribution. Based on these assumptions by using the Delta method, it is obtained that (√n (r-ρ))/(1-ρ^2 )→N(0,1). Furthermore, a test for the hypotheses H_0:ρ=0 against H_1:ρ≠0 is to reject H_0 at a level of significance α, if Z_count>Z_(1-α/2) or Z_count<Z_(α/2). The application of the asymptotic test method in testing the correlation between BB and TB leads to the conclusion of the rejection of H_0.

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Publication Details

Journal
Jurnal Matematika Komputasi dan Statistika
Published
2025-04-04
DOI
https://doi.org/10.33772/jmks.v5i1.122
Primary Topic
Computer Science and Engineering
Type
article
Field-Weighted Citation Impact
0.00
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article

UJI ASYMPTOTIC KORELASI DUA VARIABEL ACAK MENGGUNAKAN METODE DELTA

Arman, Wayan Somayasa, Watri
Jurnal Matematika Komputasi dan Statistika
Computer Science and Engineering
article

UJI ASYMPTOTIC KORELASI DUA VARIABEL ACAK MENGGUNAKAN METODE DELTA

Arman, Wayan Somayasa, Watri
article en

Abstract

The purpose of this study is to obtain the limit distribution of the sample correlation coefficient, to test the population correlation coefficient and furthermore to apply the derived method in testing the correlation of the weight (BB) and the height (TB) of the students of Mathematics Department, Faculty of Mathematics and Natural Sciences, Halu Oleo University. The limit distribution of the sample correlation coefficient is derived by means of the central limit theorem and the delta method. Random samples (X_i,Y_j) are assumed to follow a bivariate normal distribution. Based on these assumptions by using the Delta method, it is obtained that (√n (r-ρ))/(1-ρ^2 )→N(0,1). Furthermore, a test for the hypotheses H_0:ρ=0 against H_1:ρ≠0 is to reject H_0 at a level of significance α, if Z_count>Z_(1-α/2) or Z_count<Z_(α/2). The application of the asymptotic test method in testing the correlation between BB and TB leads to the conclusion of the rejection of H_0.

Jurnal Matematika Komputasi dan StatistikaVol. 5(1)
Openalex Percentile: Top 97%
Computer Science and Engineering
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