Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...
Correlation coefficients range from -1 to +1, indicating the strength of relationships between variables. Investors use correlation coefficients for portfolio diversification to reduce risk.
Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 40, No. 1 (1991), pp. 199-202 (4 pages) ...
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