Abstract: A well-known theorem states that the maximal correlation between a pair of bivariate normal random variables equals the absolute value of their ordinary (Pearson) correlation. This work provides a short new proof, besides establishing some results regarding the maximal correlation coefficient in general.
Publication Year: 2008
Publication Date: 2008-07-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 30
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