XVIL.—NORMAL CORRELATION. 219
tribution of each of the deviations singly be normal, we must have
for the frequency-distribution of pairs of deviations of x; and z,.,
Vig =Y10 gy 93) A
IER
xf | 3, a; x; o Ty
St = Frag my ni
or 031 oi(l—-1}) oy(1 —1},) oyoa(1 — 77)
2 2
Ba 2.
PR
Rk Ojot-05y 912021
Evidently we would also have arrived at precisely the same
expression if we had taken the distribution of frequency for z,
and z, ,, and reduced the exponent
Oz: Oi»
We have, therefore, the general expression for the normal
correlation surface for two variables
2 2
x x 2s
SC NE. (6)
’ a go, 2 :
Yi2= Yat 1.2 21 1.2 21
Further, since #, and ,.,, z, and 7.9, are independent, we must
have
ie YW h .
Y= 27.0100; 27.0000, 2mo, op(1 — ri) - (7)
4. Tf we assign to x, some fixed value, say h, we have the
distribution of the array of x,’s of type A,
( = Le op i )
hy ols oh; of 2721
Y12=Yr-e :
a1 z
‘2 (= lt)
= Vine 3 207
This is a normal distribution of standard-deviation 01.0 With a
—r o Tp
mean deviating by r,, hy from the mean of the whole distribu-
2
tion of z’s. As A, represents any value whatever of z,, we see
(1) that the standard-deviations of all arrays of x, are the same,
aki :
(v
Buu ’
i