This article obtains a general formula to find the correlation coefficient between the sample mean and variance. Several particular results for major non-normal distributions are extracted to help students in classroom, clients during statistical consulting service.
"Correlation between the Sample Mean and Sample Variance,"
Journal of Modern Applied Statistical Methods: Vol. 7
, Article 6.
Available at: http://digitalcommons.wayne.edu/jmasm/vol7/iss2/6