Geometric interpretation of a correlation

Thumbnail Image
Geometric_interpretation_of_a_correlation.pdf (890.42 KB)
Authors
Gniazdowski, Zenon
Date
2013
Journal Title
Journal ISSN
Volume Title
Publisher
Warszawska Wyższa Szkoła Informatyki
License
Creative Commons License
Uznanie autorstwa 3.0 Polska
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.
Description
Keywords
data mining  correlation coefficient  cosine  angle between vectors  stochastic dependence
Citation
Gniazdowski, Z. (2013). Geometric interpretation of a correlation. Zeszyty Naukowe WWSI, 7(9), 27-35.
URI
https://open.icm.edu.pl/handle/123456789/23586
Related research dataset
Belongs to collection
Artykuły / Articles