Distribution of Sample Correlation Coefficients.

Abstract

Let (Y,X sub 1, ...,X sub K) be a random vector distributed according to a multivariate normal distribution, and let R sub i denote the sample correlation coefficient between Y and X sub i. The joint distribution of R sub 1,..,R sub k are derived and given its asymptotic property.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1977
Accession Number
ADA048126

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Data Science
  • Distribution Functions
  • Experimental Design
  • Functions (Mathematics)
  • Information Science
  • Linear Regression Analysis
  • Mathematics
  • Military Research
  • Normal Distribution
  • Observation
  • Regression Analysis
  • South Carolina
  • Square Roots
  • Statistical Functions

Fields of Study

  • Mathematics