• <Source Information> Jin Seo Cho (2015): Working Paper.

  • <Abstract> The noncentral correlation coefficient between two variables X and Y is defined as ρ(X, Y) := E[XY]=/{E[X2]1/2E[Y 2]}1/2}. We show that ρ(Xs, Xs*) is a strictly increasing function of s on (0, s*), where X is a positive variable. A couple of examples are provided as applications of this property.