Abstract
An exact 100(1−α)% confidence interval for the autocorrelation coefficient ρ is derived based on a single multinormal sample. The confidence interval is the interval between the two roots of a quadratic equation in ρ . A real life example is also presented.
DOI
10.22237/jmasm/1272686940
Included in
Applied Statistics Commons, Social and Behavioral Sciences Commons, Statistical Theory Commons
