A Geometric Derivation of the Distribution of the Correlation Coefficient | r | when ρ = 0

DOI10.2307/2322699zbMath0603.62060OpenAlexW4243276269MaRDI QIDQ3740057

William A. Chance

Publication date: 1986

Published in: The American Mathematical Monthly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2322699

zbMATH Keywords

Pearson correlation coefficientspherically symmetric distributionsample correlation coefficientbivariate populationdistribution of the correlation coefficientgeometry of correlation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (1)

Bayesian Analysis on a Noncentral Fisher–Student’s Hypersphere

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