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arXiv · 2002.03048

Analytic Formulas for the Sample Moments of the Sample Correlation over Permutations of Data

Marc Jaffrey·Michael Dushkoff
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Abstract

Presented is an inductive formula for computing the sample moments of the distribution of Pearson's sample correlation over permutation of data. These exact formulas for the sample moments suggest the possibility of more precise and computationally efficient methods of evaluating the p-value for a hypothesis test of Pearson's correlation.

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Marc Jaffrey, Michael Dushkoff. 2020-02-07. Analytic Formulas for the Sample Moments of the Sample Correlation over Permutations of Data. https://arxiv.org/abs/2002.03048

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