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Biometrika 1983 70(2):327-332; doi:10.1093/biomet/70.2.327
© 1983 by Biometrika Trust
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A correlation coefficient for circular data

N. I. FISHER and A. J. LEE

CSIRO Division of Mathematics and Statistics Lindfield, N.S.W., Australia
Department of Mathematics, University of Auckland Auckland, New Zealand

SUMMARY

A coefficient to measure association between angular variables is discussed, its asymptotic distribution found, and its properties developed. Comparisons with other statistics in current use are made, and some examples given.

Key Words: Circular correlation • Directional data • Rank correlation • T-linear association • T-monotone association • U-statistic


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