Closed-form representations of the density function and integer moments of the sample correlation coefficient (Q2422511)
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scientific article
| Language | Label | Description | Also known as |
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| English | Closed-form representations of the density function and integer moments of the sample correlation coefficient |
scientific article |
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Closed-form representations of the density function and integer moments of the sample correlation coefficient (English)
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19 June 2019
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Summary: This paper provides a simplified representation of the exact density function of \(\mathcal R\), the sample correlation coefficient. The odd and even moments of \(\mathcal R\) are also obtained in closed forms. Being expressed in terms of generalized hypergeometric functions, the resulting representations are readily computable. Some numerical examples corroborate the validity of the results derived herein.
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sample correlation coefficient
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hypergeometric function
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density function
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moments
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