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Distribution of the Correlation Coefficient

  • Somesh Das Gupta
Part of the Lecture Notes in Statistics book series (LNS, volume 1)

Abstract

The extraordinary interest in the correlation coefficient is evidenced by the number of papers and pages in statistical publications dealing with the correlation coefficient (see Table 1).

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References

  1. Anderson, T.W., S. Das Gupta, and G.P.H. Styan (1972). A Bibliography of Multivariate Statistical Analysis. Edinburgh: Oliver and Boyd.zbMATHGoogle Scholar
  2. Soper, H.E. (1913). “On the Probable Error of the Correlation Coefficient to a Second Approximation,” Biometrika, 9, 91–115.Google Scholar
  3. Soper, H.E., A.W. Young, B.M. Cave, A. Lee, and K. Pearson (1917). “On the Distribution of the Correlation Coefficient in Small Samples. A Cooperative Study,” Biometrika, 11, 328–413.Google Scholar
  4. “Student” (1908). “The Probable Error of a Mean,” Biometrika, 6, 1–25.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 1980

Authors and Affiliations

  • Somesh Das Gupta

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