The Distribution of the Sample Correlation Coefficient With One Variable Fixed

نویسنده

  • David Hogben
چکیده

For the usual st raight·line model, in whic h the independent variable ta kes on a fixed, kno wn se t of va lues, it is shown that the sample corre lation coeffi cie nt is distributed as Q with (n-2) degrees of freedom and noncentralit y O=({3 /CT) V~(Xi X)2. The Q variate has been defin ed and studied e lse· where by Hogben et al. It is noted that the square of the correlation coeffi cient is di stributed as a noncentral beta variab le.

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تاریخ انتشار 2010