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Educational and Psychological Measurement
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Product Correlation when Original Variables are Jointly Distributed Multivariate Normal: a Comparison With Sum Correlation

Alan L. Sockloff

Temple University

Product correlation was studied under the condition that the original variables are jointly distributed multivariate normal with equal coefficients of variation. Dependent upon the value of the common coefficient of variation, product correlation was shown to be a quantity ranging between two extremes: (a) sum correlation; and (b) either the value zero or an unfamiliar function of the intercorrelations among the original variables. Product correlations calculated by systematically varying the common coefficient of variation and the common intercorrelation among all original variables revealed the similarity between product correlation and sum correlation for many data applications.

Educational and Psychological Measurement, Vol. 37, No. 1, 81-90 (1977)
DOI: 10.1177/001316447703700109
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[Abstract]