19. Sample correlation coefficient
personal.psu.edu › drh20 › asympSample correlation coefficient Lehmann §5.4; Ferguson §8 Suppose that (X 1,Y 1),(X 2,Y 2),... are iid vectors with E X4 i< ∞ and E Y4 i< ∞. For the sake of simplicity, we will assume without loss of generality that E X i= E Y i= 0 (alternatively, we could base all of the following derivations on the centered versions of the random variables).
Correlation Coefficient | Types, Formulas & Examples
02.08.2021 · A correlation coefficient is a descriptive statistic. That means that it summarizes sample data without letting you infer anything about the population. A correlation coefficient is a bivariate statistic when it summarizes the …