ON THE MAXIMUM LIKELIHOOD ESTIMATE OF THE CORRELATION COEFFICIENT,

Abstract

The maximum likelihood estimate of the correlation coefficient is obtained for the bivariate normal distribution when the variances are known. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 30, 1965
Accession Number
AD0606910

Entities

People

  • Albert Madansky

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Distribution Functions
  • Functions (Mathematics)
  • Normal Distribution

Fields of Study

  • Mathematics