## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 21, Number 4 (1950), 593-600.

### On a Measure of Dependence Between two Random Variables

#### Abstract

The properties of a measure of dependence $q'$ between two random variables are studied. It is shown (Sections 3-5) that $q'$ under fairly general conditions has an asymptotically normal distribution and provides approximate confidence limits for the population analogue of $q'$. A test of independence based on $q'$ is non-parametric (Section 6), and its asymptotic efficiency in the normal case is about 41% (Section 7). The $q'$-distribution in the case of independence is tabulated for sample sizes up to 50.

#### Article information

**Source**

Ann. Math. Statist., Volume 21, Number 4 (1950), 593-600.

**Dates**

First available in Project Euclid: 28 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177729754

**Digital Object Identifier**

doi:10.1214/aoms/1177729754

**Mathematical Reviews number (MathSciNet)**

MR39190

**Zentralblatt MATH identifier**

0040.22403

**JSTOR**

links.jstor.org

#### Citation

Blomqvist, Nils. On a Measure of Dependence Between two Random Variables. Ann. Math. Statist. 21 (1950), no. 4, 593--600. doi:10.1214/aoms/1177729754. https://projecteuclid.org/euclid.aoms/1177729754