Analytic Formulas for the Sample Moments of the Sample Correlation over Permutations of Data
Statistics Theory
2021-08-31 v2 Statistics Theory
Abstract
Presented is an inductive formula for computing the sample moments of the distribution of Pearson's sample correlation over permutation of data. These exact formulas for the sample moments suggest the possibility of more precise and computationally efficient methods of evaluating the p-value for a hypothesis test of Pearson's correlation.
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Cite
@article{arxiv.2002.03048,
title = {Analytic Formulas for the Sample Moments of the Sample Correlation over Permutations of Data},
author = {Marc Jaffrey and Michael Dushkoff},
journal= {arXiv preprint arXiv:2002.03048},
year = {2021}
}
Comments
4 Pages, 1 Table