A geometric view on Pearson’s correlation coefficient and a generalization of it to non-linear dependencies
Measuring strength or degree of statistical dependence between two random variables is a common problem in many domains. Pearson’s correlation coefficient ρ is an accurate measure of linear dependence. We show that ρ is a normalized, Euclidean type distance between joint probability distribution of...
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| Format: | Article |
| Language: | English |
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Accademia Piceno Aprutina dei Velati
2016-06-01
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| Series: | Ratio Mathematica |
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| Online Access: | http://eiris.it/ojs/index.php/ratiomathematica/article/view/5 |