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Statistica Sinica 1(1991), 493-502


ON THE DISTRIBUTION OF THE MULTIPLE

CORRELATION COEFFICIENT AND THE KINKED
CHI-SQUARE RANDOM VARIABLE


John Gurland and Osebekwin Asiribo


University of Wisconsin


Abstract: In a previous article (Gurland (1968)), a relatively simple form of the distribution of the multiple correlation coefficient R was presented in the form of a mixture of scaled Beta distributions; and an approximation of the distribution was suggested in the form of a scaled F distribution. In a subsequent article (Gurland and Milton (1970)) other representations of the distribution of R were presented and investigated. In the present article the role of the ``kinked X 2'' distribution in this problem is emphasized, to yield other possible representations of the distribution of R.



Key words and phrases: Multiple correlation, series representations of distributions, modified chi-square distribution.



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