Thank you both. This was very helpful. I was not aware of copulas or Spearman correlation. I understand now that the standard correlation coefficient reflects linear dependence whilst one in many cases wants to check if there is dependence in general. Ideally I would like a 'correlation coefficient' which, for instance, would be one for the nonnegative random variables X and X squared.
Ralph L. . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
