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Approximate estimation of the correlation coefficient

  • General Topics in Metrology and Measurement Technology
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Measurement Techniques Aims and scope

Abstract

Methodology for calculational-experimental estimation of the correlation coefficient between random variables based on the information about the contribution of various groups of random factors in their variance is proposed. An analytic expression of an approximate estimate of the correlation coefficient is obtained.

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Additional information

Translated from Izmeritel'naya Tekhnika, No. 6, pp. 15–17, June, 1996.

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Radaev, N.N. Approximate estimation of the correlation coefficient. Meas Tech 39, 594–598 (1996). https://doi.org/10.1007/BF02369820

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  • DOI: https://doi.org/10.1007/BF02369820

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