The probability integral of the sample correlation coefficient

DOI10.1007/BF02589036MaRDI QIDQ3598257zbMATH OpenOpenAlexFDO

Authors Luigi Greco

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589036

zbMATH Keywords

probability distributionscorrelation coefficientnormal bi-variate populations

Mathematics Subject Classification ID

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

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Cites work

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• A Survey of Properties and Applications of the Noncentral t-Distribution
• THE PROBABILITY INTEGRAL OF THE CORRELATION COEFFICIENT IN SAMPLES FROM A NORMAL BI-VARIATE POPULATION

Cited in

(7)

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• scientific article; zbMATH DE number 1462255 (Why is no real title available?)
• Symbolic correlation integral
• Some useful integrals and their applications in correlation analysis
• A Geometric Derivation of the Distribution of the Correlation Coefficient | r | when ρ = 0
• Closed-form representations of the density function and integer moments of the sample correlation coefficient
• Hypothesis testing on the correlation coefficient

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