MEAN AND VARIANCE OF CORRELATION COEFFICIENT ESTIMATES,
JOHNS HOPKINS UNIV SILVER SPRING MD APPLIED PHYSICS LAB
Pagination or Media Count:
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.
- Statistics and Probability