A Historical Note on Zero Correlation and Independence

Ever since the introduction of the correlation coefficient in 1888, there has been some confusion between zero correlation and statistical independence. We examine this, with emphasis on Student's famous 1908 paper leading to the t-test, and indicate some subsequent developments.

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Veröffentlicht in:The American statistician 2009-05, Vol.63 (2), p.185-186
1. Verfasser: David, Herbert A.
Format: Artikel
Sprache:eng
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Zusammenfassung:Ever since the introduction of the correlation coefficient in 1888, there has been some confusion between zero correlation and statistical independence. We examine this, with emphasis on Student's famous 1908 paper leading to the t-test, and indicate some subsequent developments.
ISSN:0003-1305
1537-2731
DOI:10.1198/tast.2009.0034