When.com Web Search

Search results

  1. Results From The WOW.Com Content Network
  2. Covariance - Wikipedia

    en.wikipedia.org/wiki/Covariance

    When the covariance is normalized, one obtains the Pearson correlation coefficient, which gives the goodness of the fit for the best possible linear function describing the relation between the variables. In this sense covariance is a linear gauge of dependence.

  3. Covariance and correlation - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_correlation

    Notably, correlation is dimensionless while covariance is in units obtained by multiplying the units of the two variables. If Y always takes on the same values as X , we have the covariance of a variable with itself (i.e. σ X X {\displaystyle \sigma _{XX}} ), which is called the variance and is more commonly denoted as σ X 2 , {\displaystyle ...

  4. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/.../Pearson_correlation_coefficient

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  5. Covariance matrix - Wikipedia

    en.wikipedia.org/wiki/Covariance_matrix

    An entity closely related to the covariance matrix is the matrix of Pearson product-moment correlation coefficients between each of the random variables in the random vector , which can be written as ⁡ = (⁡ ()) (⁡ ()), where ⁡ is the matrix of the diagonal elements of (i.e., a diagonal matrix of the variances of for =, …,).

  6. Distance correlation - Wikipedia

    en.wikipedia.org/wiki/Distance_correlation

    The original distance covariance has been defined as the square root of ⁡ (,), rather than the squared coefficient itself. dCov ⁡ ( X , Y ) {\displaystyle \operatorname {dCov} (X,Y)} has the property that it is the energy distance between the joint distribution of X , Y {\displaystyle \operatorname {X} ,Y} and the product of its marginals.

  7. Estimation of covariance matrices - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_covariance...

    The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in R p×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]

  8. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [ a ] The variables may be two columns of a given data set of observations, often called a sample , or two components of a multivariate random variable with a known distribution .

  9. Analysis of covariance - Wikipedia

    en.wikipedia.org/wiki/Analysis_of_covariance

    Analysis of covariance (ANCOVA) is a general linear model that blends ANOVA and regression. ANCOVA evaluates whether the means of a dependent variable (DV) are equal across levels of one or more categorical independent variables (IV) and across one or more continuous variables.