On the approximate calculation of the coefficient of correlation between two functions of dependent random variates |
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| Authors: | I O Sarmanov |
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| Institution: | (1) Institute of Hydrological Problems, Academy of Sciences of the USSR, USSR |
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| Abstract: | A general formula is derived for the calculation of the coefficient of correlation between functions of random variates. A formula is presented for the approximate calculation of the correlation coefficient with error estimation. The case of the calculation of the coefficient of correlation between ln  and ln  with and connected by gamma correlation is considered in detail.Translated from Matematicheskie Zametki, Vol. 7, No. 5, pp. 617–625, May, 1970. |
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