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Matematicheskie Zametki, 1970, Volume 7, Issue 5, Pages 617–625 (Mi mzm9545)  
This article is cited in 4 scientific papers (total in 4 papers)

On the approximate calculation of the coefficient of correlation between two functions of dependent random variates

I. O. Sarmanov

Institute of Hydrological Problems, Academy of Sciences of the USSR
Full-text PDF (858 kB) Citations (4)
Abstract: A general formula is derived for the calculation of the coefficient of correlation between functions of random variates. A formula is presented for the approximate calculation of the correlation coefficient with error estimation. The case of the calculation of the coefficient of correlation between $\ln\xi$ and $\ln\eta$ with $\xi$ and $\eta$ connected by gamma correlation is considered in detail.
Received: 30.04.1969
English version:
Mathematical Notes, 1970, Volume 7, Issue 5, Pages 372–377
DOI: https://doi.org/10.1007/BF01123849
Bibliographic databases:
Document Type: Article
UDC: 519.2
Language: Russian
Citation: I. O. Sarmanov, “On the approximate calculation of the coefficient of correlation between two functions of dependent random variates”, Mat. Zametki, 7:5 (1970), 617–625; Math. Notes, 7:5 (1970), 372–377
Citation in format AMSBIB
\Bibitem{Sar70}
\by I.~O.~Sarmanov
\paper On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
\jour Mat. Zametki
\yr 1970
\vol 7
\issue 5
\pages 617--625
\mathnet{http://mi.mathnet.ru/mzm9545}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=264816}
\zmath{https://zbmath.org/?q=an:0213.21002}
\transl
\jour Math. Notes
\yr 1970
\vol 7
\issue 5
\pages 372--377
\crossref{https://doi.org/10.1007/BF01123849}
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    • This publication is cited in the following 4 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Математические заметки Mathematical Notes
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