Accession Number:

ADA048126

Title:

Distribution of Sample Correlation Coefficients.

Descriptive Note:

Technical rept.,

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

• Alam,Khursheed

Report Date:

1977-09-01

Pagination or Media Count:

11.0

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.

Descriptors:

• *MULTIVARIATE ANALYSIS
• *CORRELATION TECHNIQUES
• *NORMAL DISTRIBUTION
• ESTIMATES
• COEFFICIENTS
• VECTOR ANALYSIS
• SELECTION
• ASYMPTOTIC NORMALITY

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE