Geometric interpretation of a correlation
Year: 2013
Type: article
Abstract: The study shows that the Pearson’s coefficient of correlation is equivalent to the cosine of the angle between random variables. It was found that the information about the intensity of the relationship between variables is included in the value of the angle between random vectors. The paper proposes intuitive criteria for measuring the intensity of the relationship between random variables.
DOI: 10.26348/znwwsi.9.27
Author: Zenon Gniazdowski
Institution: Warsaw School of Computer Science
Language: Polish
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W88522007
