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Biometrika 1976 63(2):323-329; doi:10.1093/biomet/63.2.323
© 1976 by Biometrika Trust
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Concomitants and correlation estimates

V. BARNETT, P. J. GREEN and A. ROBINSON

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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