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

2020/02/07 by Marc Jaffrey, Jaffrey, Marc, Michael Dushkoff +1
Computer Science · Mathematics · #62E10 #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #FOS: Mathematics #G.3 #Statistical Methods and Inference #Statistics Theory (math.ST) #acm:62E10 #math.ST #msc:62E10 #stat.TH

paper · pdf · doi:10.48550/arxiv.2002.03048

4 Pages, 1 Table

openalex publication_date 2020/02/07 · arxiv created 2021/08/27 · arxiv updated 2021/08/31 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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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