Closed-Form Representations of the Density Function and Integer Moments of the Sample Correlation Coefficient

Angel Garrido; Hans J. Haubold; Serge B. Provost

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Closed-Form Representations of the Density Function and Integer Moments of the Sample Correlation Coefficient

机译：样本相关系数的密度函数和整数矩的闭式表示

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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 computable. Some numerical examples corroborate the validity of the results derived herein.

机译：本文提供了样本相关系数R的精确密度函数的简化表示。 R的奇数和偶数矩也以封闭形式获得。用广义超几何函数表示，结果表示很容易计算。一些数值示例证实了本文得出的结果的有效性。

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《Axioms》 |2015年第3期|共7页
作者
Angel Garrido; Hans J. Haubold; Serge B. Provost;
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中图分类数学;
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Closed-Form Representations of the Density Function and Integer Moments of the Sample Correlation Coefficient

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