Inference concerning the correlation coefficient of two random variables from the bivariate normal distribution has been investigated by many authors. In particular, Fisher [1915. Frequency distribution of the values of the correlation coefficient in samples from an indefinitely large...

A simple connection between the Bartlett adjustment factor of the log likelihood ratio statistic and the normalizing constant of the p∗ formula–an approximate conditional density for the maximum likelihood estimate given an exact or an approximate ancillary statistic–was established...

A simple normal approximation for the cumulative distribution function of the F distribution is obtained via a general version of the modified signed log-likelihood ratio statistic. This approximation exhibits remarkable accuracy even when the degrees of freedom are small. Using the same...