Algebraic View on Linear Correlation
Result description
The paper deals with a linear correlation coefficient. First, it presents its derivation in terms of linear algebra and shows, that it has a quality of angle between two vectors of data samples. As the linear correlation coefficient is often used in manyacademical situations, the frequent mistake of considering it as a general measure of dependence of two data sets is discussed as well. An example of fully dependent yet uncorrelated data is included.
Keywords
correlationcorrelation coefficientPearson correlation coefficientlinear algebra
The result's identifiers
Result code in IS VaVaI
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Algebraic View on Linear Correlation
Original language description
The paper deals with a linear correlation coefficient. First, it presents its derivation in terms of linear algebra and shows, that it has a quality of angle between two vectors of data samples. As the linear correlation coefficient is often used in manyacademical situations, the frequent mistake of considering it as a general measure of dependence of two data sets is discussed as well. An example of fully dependent yet uncorrelated data is included.
Czech name
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Czech description
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Classification
Type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
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Continuities
V - Vyzkumna aktivita podporovana z jinych verejnych zdroju
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Littera Scripta
ISSN
1802-503X
e-ISSN
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Volume of the periodical
2
Issue of the periodical within the volume
1
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
6
Pages from-to
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UT code for WoS article
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EID of the result in the Scopus database
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Basic information
Result type
Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP
BA - General mathematics
Year of implementation
2009