The best lower bound of sample correlation coefficient with ordered restriction

Tea-Yuan Hwang and Chin-Yuan Hu

Statistics & Probability Letters, 1994, vol. 19, issue 3, 195-198

Abstract: In this paper, it is shown that the sample correlation coefficient between two sets of ordered samples x(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] x(n) and y(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] y(n) is greater than or equal to 1/(n-1); and the best lower bound can be attained if and only if one of the following holds: (a) x(1)

Keywords: 62H20; Correlation; coefficient (search for similar items in EconPapers)
Date: 1994
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