| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153361 | Statistics & Probability Letters | 2008 | 4 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Yaming Yu,