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On the numerical approximation of the bivariate normal (tetrachoric) correlation coefficient

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Abstract

In this paper a rapid and reliable method is found for estimating the value of the Bivariate Normal Correlation Coefficient, ρ, given values of the joint probability and the normal deviates,h andk, or the related areas. This technique finds useful application in the computational approximation of the tetrachoric correlation coefficient,r, when the underlying distributions may be assumed to be normal.

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Authors and Affiliations

  1. Educational Testing Service, Canada

    David B. Kirk

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  1. David B. Kirk
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Kirk, D.B. On the numerical approximation of the bivariate normal (tetrachoric) correlation coefficient. Psychometrika 38, 259–268 (1973). https://doi.org/10.1007/BF02291118

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  • DOI: https://doi.org/10.1007/BF02291118

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