© 1976 by Biometrika Trust
Concomitants and correlation estimates
Department of Probability and Statistics, University of Sheffield
School of Mathematics, University of Bath
We investigate the estimation of the correlation coefficient in a bivariate normal distribution using only the information contained in the concomitants of the ordered observations of one of the variables.
Key Words: Bivariate normal distribution Concomitants Correlation coefficient Order statistic
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