Moments of the Distribution of Pearsons Correlation over Permutations of Data

02/07/2020

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by   Marc Jaffrey, et al.

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Presented is an inductive formula for computing the exact moments of the distribution of Pearson's correlation over permutation of a data sample. These exact formulas for the moments open the door to the possibility of more precise and computationally efficient methods of evaluating the p-value for a hypothesis test of Pearson's correlation.