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Download full textKirk, David B. – 1971
Improvements of the Gaussian quadrature in conjunction with the Newton-Raphson iteration technique (TM 000 789) are discussed as effective methods of calculating the bivariate normal correlation coefficient. (CK)
Descriptors: Algorithms, Computer Programs, Correlation, Mathematical Models
Kirk, David B. – 1971
In this paper a reliable method is found for approximating the value of the Bivariate Normal Correlation Coefficient, rho, given values of the joint probability and the normal deviates, h and k, or the related areas. This technique finds useful application in the computation of the tetrachoric correlation coefficient, r, when the underlying…
Descriptors: Algorithms, Computer Programs, Correlation, Mathematical Applications
