You can manage bookmarks using lists, please log in to your user account for this.
Media type:
E-Article
Title:
A Note on Correlation Curves and Chernoff's Inequality
Contributor:
Blyth, Stephen
imprint:
Blackwell Publishers, 1993
Published in:Scandinavian Journal of Statistics
Language:
English
ISSN:
0303-6898;
1467-9469
Origination:
Footnote:
Description:
<p>The relationship between the correlation curve and the Pearson correlation ratio is investigated. Behaviour of the correlation curve is found to characterize the normal distribution in a natural manner. The correlation curve attains the value of the Pearson correlation ratio for all joint distributions of (X, Y) such that X is marginally normal. Conversely, if the correlation curve attains the value of the correlation ratio for all joint distributions of (X, Y) such that X is marginally distributed with law F, then F is normal. Chernoff's inequality proves central to these relationships.</p>