On the correlation of successive observations

Abstract

In a paper in the Journal of R. Statistical Society v. 68 p. 696 Mr. R. H. Hooker writes: “When it is desired to ascertain whether two particular phenomena, for both of which a series of observations is available, are interdependent, it is usual to adopt the method of correlation. The formula almost invariably utilised for this purpose is , where x and x ¹ are the deviations of any two corresponding observations from the arithmetic means, and σ, σ¹ are standard deviations, of the two series.” ¹

Cfr. Charlier: Die Grundzüge d. math. Statistik p. 86; Wicksell: Elementen av statistikens teori p. 18; Yule: Theory of Statistics, 5th Ed. p. 197; Exner: Über die Korrelationsmethode p. 9.

Cfr. Charlier: Die Grundzüge d. math. Statistik p. 86; Wicksell: Elementen av statistikens teori p. 18; Yule: Theory of Statistics, 5th Ed. p. 197; Exner: Über die Korrelationsmethode p. 9.

Notes

Cfr. Charlier: Die Grundzüge d. math. Statistik p. 86; Wicksell: Elementen av statistikens teori p. 18; Yule: Theory of Statistics, 5th Ed. p. 197; Exner: Über die Korrelationsmethode p. 9.