Explicit correlation coefficients among random variables, ranks, and magnitude ranks
Jinsoo Bae, Hyoungmoon Kwon, So Ryoung Park, Jumi Lee, Iickho Song · IEEE Transactions on Information Theory · 2006
In this correspondence, we address the derivation of joint distributions and correlation coefficients for seven pairs of statistics used commonly in a number of signal detection schemes. The upper and lower bounds of the correlation coefficients are obtained, and relationships among the correlation coefficients are derived. Explicit values of the correlation coefficients evaluated for some specific noise distributions are shown for easy reference.