WikiLean Articles · Brain · Recent changes · Proposals · Flags · Stats · About

Diff — Correlation

Revision #2331 → #3975 · back to history

modifiedInvariance under affine transformation7d829f6a11c9
FieldFrom #2331To #3975
noteAffine invariance of the correlation coefficient is not formalized (covariance is not affine-invariant, only bilinear).Affine invariance of the correlation coefficient is not formalized (covariance is bilinear, so scaling by positive constants preserves the normalized correlation).
provenanceaiai-moderated
modifiedDistribution estimate for correlationbeae4f57ad57
FieldFrom #2331To #3975
anchors[{"section":"Bivariate normal distribution","snippet":"A distribution estimate for"},{"type":"math_alttext","value":"{\\displaystyle \\pi (\\rho \\mid r)={\\frac {\\ \\Gamma (N)\\ }{\\ {\\sqrt {2\\pi \\ }}\\cdot \\Gamma (N-{\\tfrac {\\ 1\\ }{2}})\\ }}\\cdot {\\bigl (}1-r^{2}{\\bigr )}^{\\frac {\\ N\\ -2\\ }{2}}\\cdot {\\bigl (}1-\\rho ^{2}{\\bigr )}^{\\frac {\\ N-3\\ }{2}}\\cdot {\\bigl (}1-r\\rho {\\bigr )}^{-N+{\\frac {\\ 3\\ }{2}}}\\cdot F_{\\mathsf {Hyp}}\\left(\\ {\\tfrac {\\ 3\\ }{2}},-{\\tfrac {\\ 1\\ }{2}};N-{\\tfrac {\\ 1\\ }{2}};{\\frac {\\ 1+r\\rho \\ }{2}}\\ \\right)\\ }"}][{"section":"Bivariate normal distribution","snippet":"A distribution estimate for"},{"type":"math_alttext","value":"{\\displaystyle \\pi (\\rho \\mid r)={\\frac {\\ \\Gamma (N)\\ }{\\ {\\sqrt {2\\pi \\ }}\\cdot \\Gamma (N-{\\tfrac {\\ 1\\ }{2}})\\ }}\\cdot {\\bigl (}1-r^{2}{\\bigr )}^{\\frac {\\ N\\ -2\\ }{2}}\\cdot {\\bigl (}1-\\rho ^{2}{\\bigr )}^{\\frac {\\ N-3\\ }{2}}\\cdot F_{\\mathsf {Hyp}}\\left(\\ {\\tfrac {\\ 3\\ }{2}},-{\\tfrac {\\ 1\\ }{2}};N-{\\tfrac {\\ 1\\ }{2}};{\\frac {\\ 1+r\\rho \\ }{2}}\\ \\right)\\ }"}]
addedCovariance792d76784f34
addedStandard deviation2632b0b38ddc
addedCorrelation coefficient range [−1, 1]fe5140ec45fe
addedBivariate normal distribution15e8c4677398