## Quick Reference

An estimate of the correlation coefficient in a sample drawn from a population having a bivariate normal distribution. Consider the two-by-two table (see two-way table) where *a*, *b*, *c*, *d* are cell frequencies. Now suppose that the classifying random variables *X* and *Y* have a bivariate normal distribution with unknown parameters. The values of *X* and *Y* have been reported with respect to some cut-off values of interest (e.g. ‘< 1’), and the precise values are not available. The question of interest is the value of the correlation coefficient, *ρ*, in the population. One approximate estimate of *ρ* is provided by Yule's *Q* (see association). A better approximation, proposed by Karl Pearson, is the tetrachoric correlation coefficient If there are more than two rows or columns then the corresponding statistic is called the polychoric correlation coefficient.

*Subjects:*
Probability and Statistics.