XVIL.—NORMAL CORRELATION, ;
this group of four frequencies is also of the same sign as r,, the
ratio of the cross-products being unity, or the association zero,
if 71, is zero. Ina normal distribution, the association is therefore
of the same sign—the sign of rg—for every tetrad of frequencies
in the compartments common to two rows and two columns ; that
is to say, the distribution is isotropic. It follows that every
grouping of a normal distribution is isotropic whether the class-
intervals are equal or unequal, large or small, and the sign of the
association for a normal distribution grouped down to 2- x 2-fold
form must always be the same whatever the axes of division
chosen.
These theorems are of importance in the applications of the
theory of normal correlation to the treatment of qualitative
characters which are subjected to a manifold classification. The
contingency tables for such characters are sometimes regarded as
groupings of a normal distribution of frequency, and the coefficient
of correlation is determined on this hypothesis by a rather lengthy
procedure (ref. 14). Before applying this procedure it is well,
therefore, to see whether the distribution of frequency may be
regarded as approximately isotropic, or reducible to isotropic form
by some alteration in the order of rows and columns (Chap. V.
$3 9-10). If only reducible to isotropic form by some rearrange-
ment, this rearrangement should be effected before grouping the
table to 2-x 2-fold form for the calculation of the correlation
coefficient by the process referred to. If the table is not reducible
to isotropic form by any rearrangement, the process of calculating
the coefficient of correlation on the assumption of normality is to
be avoided. Clearly, even if the table be isotropic it need not be
normal, but at least the test for isotropy affords a rapid and
simple means for excluding certain distributions which are not
even remotely normal. Table II. of Chap. V. might possibly be
regarded as a grouping of normally distributed frequency if re-
arranged as suggested in § 10 of the same chapter—it would be
worth the investigator’s while to proceed further and compare
the actual distribution with a fitted normal distribution—but
Table IV. could not be regarded as normal, and could not be
rearranged so as to give a grouping of normally distributed
frequency.
13. If the frequencies in a contingency-table be not large, and
also if the contingency or correlation be small, the influence
of casual irregularities due to fluctuations of sampling may
render it difficult to say whether the distribution may be regarded
as essentially isotropic or no. In such cases some further con-
densation of the table by grouping together adjacent rows and
columns, or some process of “smoothing” by averaging the
326