sample correlation distribution function

Version 1.0.0.0 (1.6 KB) by Joshua Carmichael
Compute PDF for the sample correlation
0.0
(0)
459 Downloads
Updated 7 Mar 2014

View License

This function computes the probability density function for the
correlation coefficient of a bivariate random variable.
USAGES
y = corrdist(r, ro, n)

INPUT
r: Vector of possible correlation random variables, i.e. the values at
which the pdf is evaluated at.
ro: The given (true) correlation coefficient, i.e. the population
correlation coefficient. length(ro) > 1 supported.
n: The number of samples in the correlated data. Only length(n) = 1
supported.

OUTPUT
y: The probability density function for r, given ro, for n data
samples of a bivariate normal distribution.

-----------------------------------------------------------------------

Cite As

Joshua Carmichael (2024). sample correlation distribution function (https://www.mathworks.com/matlabcentral/fileexchange/45785-sample-correlation-distribution-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0