A Simple Method for Obtaining the Maximal Correlation Coefficient and Related Characterizations

Details A Simple Method for Obtaining the Maximal Correlation Coefficient and Related Characterizations A Simple Method for Obtaining the Maximal Correlation Coefficient and Related Characterizations

2012-04-07

arxiv.org/abs/1204.1632v1

Statistics

Methodology

14 pages

Scientific paper

We provide a method that enables the simple calculation of the maximal
correlation coefficient of a bivariate distribution, under suitable conditions.
In particular, the method readily applies to order statistics and records.

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