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http://hdl.handle.net/1783.1/2565
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| Title: | On the range of correlation coefficients of bivariate ordered discrete random variables |
| Authors: | Lee, Lung-Fei |
| Keywords: | Correlation coefficient
Bivariate discrete random vector
Monotonic relation
Random variables |
| Issue Date: | Feb-2001 |
| Citation: | Econometric theory, v. 17, iss. 1, Feb. 2001, p. 247-256 |
| Abstract: | The range of correlation coefficient of any bivariate discrete random vector with finite or countably infinite values is derived. We show analytically that the normal-transformed discrete bivariate probability system of Van Ophem (1999) has a flexible correlation coefficient. We establish the strictly monotonic relation of its correlation coefficient with the bivariate normal correlation-coefficient parameter in the system. |
| Rights: | © Cambridge University Press 2001. This paper was (will be) published in Econometric theory and is reprinted with permission. |
| URI: | http://hdl.handle.net/1783.1/2565 |
| Appears in Collections: | ECON Journal/Magazine Articles
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