The standard deviation of the correlation coefficient
AL Bowley - Journal of the American Statistical Association, 1928 - JSTOR
AL Bowley
Journal of the American Statistical Association, 1928•JSTOR1t= nr=-xtyt a-, yn t-where there are n pairs of variables, such as xt, Yt, measured from their
averages, is generally given as This was only proved to be correct when the joint frequency
surface of x, y is normal in Professor Karl Pearson's original study; but Professor Edgeworth
showed that an artificial normality could be produced by breaking up verynumerous
observations into batches,'so that the same standard deviation was approximately obtained
if the x, y surface was moderately abnormal. The full form of this standard deviation as given …
averages, is generally given as This was only proved to be correct when the joint frequency
surface of x, y is normal in Professor Karl Pearson's original study; but Professor Edgeworth
showed that an artificial normality could be produced by breaking up verynumerous
observations into batches,'so that the same standard deviation was approximately obtained
if the x, y surface was moderately abnormal. The full form of this standard deviation as given …
1t= n r=-xtyt a-, y n t-where there are n pairs of variables, such as xt, Yt, measured from their averages, is generally given as This was only proved to be correct when the joint frequency surface of x, y is normal in Professor Karl Pearson's original study; but Professor Edgeworth showed that an artificial normality could be produced by breaking up verynumerous observations into batches,'so that the same standard deviation was approximately obtained if the x, y surface was moderately abnormal. The full form of this standard deviation as given by Dr. Sheppard is r2 {M22 M40 M04 M31 M13 M22 n r2a2. u2y 4a4 4a4y ra3zay ra, a3y 2a2o2v where M8= mean of 8y,= IxytI in the notation used in the sequel, for all values of s and t.
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