[Correlate non-Gaussian measurement]. / Mesures non-gaussiennes de corrélation.

ABSTRACT

A general approach for measuring correlation in non-normal populations is presented. Two ways of tackling the problem are considered. The first relies on an explicit parametric model and some non-elementary notions from probability theory. The second, which relies on a wide class of bivariate laws of which the bivariate normal one is a special case, is very simple to put into practice.