MEAN AND VARIANCE OF CORRELATION COEFFICIENT ESTIMATES,
Abstract
When one computes a set of correlation coefficients from experimental data, one is usually interested in having an estimate that will tell him how reliable his correlation coefficients are. In this paper the mean of the correlation coefficient estimate is computed and an expression for its bias is given. Also computed is the variance of the estimate which serves to indicate its quality.
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 16, 1961
- Accession Number
- AD0658384
Entities
People
- L. M. Spetner
Organizations
- Johns Hopkins University Applied Physics Laboratory