There are three popular metrics to measure the correlation between two random variables: Pearson's correlation coefficient, Kendall's tau and Spearman's rank correlation coefficient. In this article, I will make a detailed comparison among the three…
皮尔森相关系数定义: 协方差与标准差乘积的商. Pearson's correlation coefficient when applied to a population is commonly represented by the Greek letter ρ (rho) and may be referred to as the population correlation coefficient or the population Pearson correlation coeffici…
4.4 Linear Correlation 若由SxxSyySxy定义则为: 所以为了计算方便: 所以,可以明白的是,Sxx和Sx是不一样的! 所以,t r is independent of the choice of units and always lies between −1 and 1 Understanding the Linear Correlation Coefficient measures the strength of the linear relationship b…