01. Ali, M.M. and Joarder, A.H. (1991). Distribution of the correlation coefficient for the class of bivariate elliptical models. Canadian Journal of Statistics, 19(4), 447- 452. (ISI) (original) (raw)
This research presents the distribution of the Pearson correlation coefficient within the context of bivariate elliptical models. It extends previous studies by providing an exact distribution of the correlation coefficient for random samples drawn from elliptical distributions, building on the work of Muirhead and others. The significance of this study lies in its contributions to understanding the behavior of correlation in non-normal data, offering robust statistical tools for researchers in statistics and related fields.