Samples from non-normal bivariate distributions are simulated and the densities of the sample product-moment correlation coefficient, r, estimated and compared with the corresponding normal theory ...

"Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there.'" Randall Munroe, Science & Math Cartoonist Chances are when ...

Ruben (1966) has suggested a simple approximate normalization for the correlation coefficient in normal samples, by representing it as the ratio of a linear combination of a standard normal variable ...