Closed-Form Representations of the Density Function and Integer Moments of the Sample Correlation Coefficient
This paper provides a simplified representation of the exact density function of R, the sample correlation coefficient. The odd and even moments of R are also obtained in closed forms. Being expressed in terms of generalized hypergeometric functions, the resulting representations are readily computa...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-07-01
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| Series: | Axioms |
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| Online Access: | http://www.mdpi.com/2075-1680/4/3/268 |