Recurrence formulae for the density function and the probability integral of the multiple correlation coefficient from a normal sample are obtained. When the number of independent variates is odd ...

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Correlation coefficients range from -1 to +1, indicating the strength of relationships between variables. Investors use correlation coefficients for portfolio diversification to reduce risk.

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Canonical correlation was developed by Hotelling (1935, 1936). Its application is discussed by Cooley and Lohnes (1971), Kshirsagar (1972), and Mardia, Kent, and Bibby (1979). It is a technique for ...

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 40, No. 1 (1991), pp. 199-202 (4 pages) ...

You've probably noticed certain things that have a clear relationship with one another. For example, the amount of petrol your car uses increases along with the number of kilometres you drive. Or, if ...