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A Relatively Simple Form of the Distribution of the Multiple Correlation Coefficient

โœ Scribed by John Gurland


Book ID
127316595
Publisher
Blackwell Publishing
Year
1968
Tongue
English
Weight
600 KB
Volume
30
Category
Article
ISSN
0035-9246

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The bivariate normal distribution function is approximated with emphasis on situations where the correlation coefficient is large. The high accuracy of the approximation is illustrated by numerical examples. Moreover, exact upper and lower bounds are presented as well as asymptotic results on the er