Let x and y be two random variables with continuous cumulative distribution functions f and g. A statistic U depending on the relative ranks of the x's and y's is proposed for testing the hypothesis f ...

Leslie Kramer is a writer for Institutional Investor, correspondent for CNBC, journalist for Investopedia, and managing editor for Markets Group. Correlation measures the linear relationship between ...

Ruben (1966) has suggested a simple approximate normalization for the correlation coefficient in normal samples, by representing it as the ratio of a linear combination of a standard normal variable ...

Investopedia contributors come from a range of backgrounds, and over 25 years there have been thousands of expert writers and editors who have contributed. Thomas J Catalano is a CFP and Registered ...