ON THE GENERALISED PROBABLE ERROR IN MULTIPLE NORMAL CORRELATION Get access KARL PEARSON, F.R.S., KARL PEARSON, F.R.S. Search for other works by this author on: Oxford Academic Google Scholar ALICE LEE, D.Sc. ALICE LEE, D.Sc. Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 6, Issue 1, March 1908, Pages 59–68, https://doi.org/10.1093/biomet/6.1.59 Published: 01 March 1908
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PEARSON et al. (1908) studied this question.