‘Some tests for correlation matrices’

Abstract

Professor S. Kullback has pointed out that the last equation on page 443 should read: ψ j k , i m = ρ j l ρ k m + ρ j m ρ k l - ( ρ j k ρ j l ρ j m + ρ j k ρ k l ρ k m + ρ j l ρ k l ρ l m + ρ j m ρ k m ρ l m ) + 1 2 ρ j k ρ l m ( ρ j l 2 + ρ j m 2 + ρ k l 2 + ρ k m 2 ) . This does not affect any of the examples discussed.