Abstract
A class of unbiased estimators of the correlation coefficient of a bivariate normal distribution with known means and variances is constructed in terms of the incomplete sufficient statistic, and the variances of these estimators are obtained analytically for any sample size. Moreover, some properties of the estimators in the case that the sample size is equal to unity are investigated both analytically and numerically, and then an unbiased estimator of the correlogram of a stationary Gaussian process with known mean and variance is proposed.
