Comparison of Canonical and Generalized Canonical Correlation Analysis Using Some Continuous Distributions

This study is designed to compare canonical and generalized canonical correlation analysis for two data sets using five continuous distributions namely; Beta, Exponential, Gamma, Weibull and Normal distributions as control. Simulation studies for samples of sizes n = 10, 20, 30, 40, and 50 replicated 10,000 each were analyzed using R-programming language. Relative efficiencies of the two methods (CCA and GCCA) calculated for each of the distributions under consideration showed no significant differences in the two methods.