Matematičeskie zametki, Tome 7 (1970) no. 5, pp. 617-625
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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/
@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
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.
