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W. H. Jefferys (University of Texas)
The usual theory of correlation coefficients fails when one or both of the observed quantities has error. I describe a Bayesian approach that correctly handles this errors-in-variables problem, and which also gives posterior odds on the model with correlation against the model without correlation, allowing a decision as to whether the correlation should be considered real or not.
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Bulletin of the American Astronomical Society, 34, #3
© 2002. The American Astronomical Society.