On the approximate calculation of the coefficient of correlation between two functions of dependent random variates

DOI10.1007/BF01123849MaRDI QIDQ2544909zbMATH OpenFDO

Authors I. O. Sarmanov

Publication date 1970

Published in Mathematical Notes (Search for Journal in Brave)

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20)

Cited in

(4)

• The moment generating function of a bivariate gamma-type distribution
• Multivariate quadratic forms of random vectors
• On a class of bivariate mixed Sarmanov distributions
• Distance correlation coefficients for Lancaster distributions

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