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On The Range Of Correlation Coefficients Of Bivariate Ordered Discrete Random Variables

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  • Lee, Lung-fei

Abstract

The range of correlation coefficient of any bivariate discrete random vector with finite or countably infinite values is derived. We show analytically that the normal-transformed discrete bivariate probability system of Van Ophem (1999, Econometric Theory 15, 228 237) has a flexible correlation coefficient. We establish the strictly monotonic relation of its correlation coefficient with the bivariate normal correlation-coefficient parameter in the system.

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 17 (2001)
Issue (Month): 01 (February)
Pages: 247-256

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Handle: RePEc:cup:etheor:v:17:y:2001:i:01:p:247-256_17

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