# Correlation under uncertainty

I've got two sets of measurements whose uncertainty has been quantified: $x_1..x_n$ and $y_1..y_n$. For each $x_i$ and $y_i$, I have not only a point estimate but also an interval that expresses my uncertainty in the accuracy of the measurement.

Now, I'd like to compute a correlation between $x$ and $y$. Is there a reasonable way of taking the intervals into account?

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