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.
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Kurtz et al. (1966) studied this question.
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