Geodesic
On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
Matematičeskie zametki, Tome 7 (1970) no. 5, pp. 617-625 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

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. 
@article{MZM_1970_7_5_a9,
     author = {I. O. Sarmanov},
     title = {On the approximate calculation of the coefficient of correlation between two functions of dependent random variates},
     journal = {Matemati\v{c}eskie zametki},
     pages = {617--625},
     year = {1970},
     volume = {7},
     number = {5},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1970_7_5_a9/}
}
TY  - JOUR
AU  - I. O. Sarmanov
TI  - On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
JO  - Matematičeskie zametki
PY  - 1970
SP  - 617
EP  - 625
VL  - 7
IS  - 5
UR  - http://geodesic.mathdoc.fr/item/MZM_1970_7_5_a9/
LA  - ru
ID  - MZM_1970_7_5_a9
ER  - 
%0 Journal Article
%A I. O. Sarmanov
%T On the approximate calculation of the coefficient of correlation between two functions of dependent random variates
%J Matematičeskie zametki
%D 1970
%P 617-625
%V 7
%N 5
%U http://geodesic.mathdoc.fr/item/MZM_1970_7_5_a9/
%G ru
%F MZM_1970_7_5_a9
I. O. Sarmanov. On the approximate calculation of the coefficient of correlation between two functions of dependent random variates. Matematičeskie zametki, Tome 7 (1970) no. 5, pp. 617-625. http://geodesic.mathdoc.fr/item/MZM_1970_7_5_a9/