Correlation of ranges of correlated deviates
相关正态变量极差之间的相关性
The correlation between ranges of correlated normal deviates is assessed, exactly for ranges of 2 and 3, approximately for ranges of 4 or more, with results modifying those of Hartley (1950). The approximation is asymptotic in the correlation between the deviates. The derivation is based on a lemma (§4) that should be useful for other statistics.