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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

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

  • Czech description

Classification

  • Type

    Jx - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • 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

  • 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

  • UT code for WoS article

  • EID of the result in the Scopus database