 Asymptotic distribution of the Gaussian sample correlation

ID: asymptotic-distribution-of-the-gaussian-sample-correlation

Codex  0 Created 2026-09-24 Updated 2026-10-07

For a centered bivariate normal sample,

n (ρ - ρ) d N (0, (1 - ρ^{2})^{2}) .

This is the multivariate delta method for

g (a, c, b) = c / ab

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