Technique for Approximate Measurement of Correlation Coefficients
Thomas P. Goodman · Journal of Applied Physics · 1956
A new method is described for approximate measurement of the coefficient of correlation between two random variables which can be represented by time-varying electrical voltages. This method makes use of simple analog-computing elements to obtain the coefficient of linear regression of one variable on the other. Its use in connection with an oscilloscope display of the two variables is described, and the relation between these displays and the Lissajous figure formed by two sinusoids is discussed. A possible design for a directreading correlation meter is suggested.