1
vote
0answers
9 views

Different Correlation/dependecy measures

I'm trying to figure what kind of correlation/depency measure to use on a multivariate data set I'm working on. I've tried the (pearson's)correlation, Kendall's Tau and Spearman's Rho. However, all ...
8
votes
2answers
536 views

Does non-zero correlation imply dependence?

We know of the fact that zero correlation does not imply independence. I am interested in whether a non-zero correlation implies dependence - i.e. if $\text{Corr}(X,Y)\ne0$ for some random variables ...
0
votes
0answers
24 views

How do you prove that if $ X_t \sim^{iid} (0,1) $, then $ E(X_t^{2}X_{t-j}^{2}) = E(X_t^{2})E(X_{t-j}^{2})$? [duplicate]

Suppose we have a time series $X_t$ s.t. $X_t \sim^{iid} (0,1)$. How do you prove that if $ X_t \sim^{iid} (0,1) $, then $ E(X_t^{2}X_{t-j}^{2}) = E(X_t^{2})E(X_{t-j}^{2})$? Or, I guess, if ...
0
votes
1answer
41 views

Correlation and dependency of two variables

Lets say I am interested in finding the correlation of the following two metrics. They are aggregations and include the same input A in their formula. Is it possible to talk about correlation of ...
0
votes
0answers
53 views

Help with covariance

A deck of 52 cards is shuffled and a bridge hand of 13 cards is dealt out. Let X and Y denote, respectively, the number of aces and the number of spades in the hand. (a) Show that X and Y are ...
1
vote
0answers
45 views

What exactly is a higher-order correlation? [closed]

What exactly is a higher-order correlation? Is the term just a catch-all for all dependencies that are not captured by second-order correlations? Or do people mean something more precise than ...
2
votes
1answer
71 views

Chi-squared & Pearson correlation coefficient

I have just ended my math's assignment and my chi-squared test approved the null hypothesis that my data are independent; however, pearson's correlation coefficient is -0.23. Can they therefore be ...
0
votes
0answers
118 views

Correlation between independent groups of dependent data

I’m trying to correlate data between an accelerometer and a pedometer (step counts). These are worn simultaneously by 20 people for 7 days. If the two devices give me 1 datum per day at the end of the ...
2
votes
3answers
673 views

Simplest example of uncorrelated but not independent X and Y? [duplicate]

If any hard-working student is the simplest counterexample to "all students are lazy", what is the simplest counterexample to "if random variables X and Y are uncorrelated they are independent"?
0
votes
0answers
15 views

How to connect nodes in full conditional model of GRN?

I have problem in intuitive understanding of full conditional model in building gene regulatory network. it's basically asking that "can correlation between two genes be explained by all other genes ...
2
votes
2answers
118 views

A problem on correlation and independence

Here is a little challenge/problem for you guys. Let $(X,Y)$ be jointly discrete RVs such that each have at most two mass points (not necessarily $1$ and $0$, i.e. not necessarily indicator ...
1
vote
0answers
31 views

Calculate the likelihood of two consecutive events

I have a sequence of events for a number of users. Now I want to see if there is any correlation or a likelihood score between two consecutive events. For example, I have 10 types of events ...
2
votes
0answers
61 views

How to check if two variables are dependent given a third variable?

In R, I have a dataset of many variables and based on correlation matrix I see that some of the variable are correlate with the others. For simplicity, let's assume ...
6
votes
1answer
287 views

For which distributions does uncorrelatedness imply independence?

A time-honored reminder in statistics is "uncorrelatedness does not imply independence". Usually this reminder is supplemented with the psychologically soothing (and scientifically correct) statement ...
6
votes
2answers
431 views

Dataset with many interrelated variables - remove before PCA?

I have a dataset with many variables. Some of these variables are linked to each other in various ways, but I don't know in advance those that are. For example, these are some relationships: A=B ...
0
votes
0answers
98 views

Expected value, correlation, and independence

I need help with a problem. Supposed x, y, and z are events in F (algebra of sets) in a probability space (universal set, F (algebra of sets), P). Define two random variables: a(omega) = ...
2
votes
1answer
112 views

Correlation vs. independence: statistical power, available tests

Correlation is frequently applied, but in fact often the interest of the experimentalist is not so much to find a significant correlation as a significant dependence of the variables, and clearly ...
0
votes
1answer
118 views

When is covariance a reasonable measure of correlation?

I am brushing up on statistics for a data science course. I saw an example of variables that are highly dependent, but still have 0 covariance ...
2
votes
1answer
78 views

How to test for Pearson correlation when one variable is fixed on date?

I have 4 groups of different respondents, each group surveyed on four different dates (points of time). All respondents have answered a psychological questionnaire related to their perception of death ...
2
votes
1answer
98 views

How does randomization testing for correlating two variables work?

I was going through OpenIntro Statistics[http://www.openintro.org/stat/textbook.php] and came across two case studies in the first chapter Discrimination against women during promotion - Page 42 ...
1
vote
1answer
348 views

How to test for serial correlation of a time series itself (not residuals)?

We know that Ljung-Box test can be used to test for the residuals of a fitted model. But to test for the serial correlation of a time series itself, is there a way to do that?
2
votes
1answer
408 views

Jointly stationary random process

If two wide-sense stationary processes $X(t)$ and $Y(t)$ are uncorrelated, then the cross correlation is $R_{XY}(t_1,t_2) = E\{X(t_1)Y(t_2)\} = E\{X(t_1)\}E\{Y(t_2)\}$, which will be a constant, ...
30
votes
2answers
21k views

What is covariance in plain language?

What is covariance in plain language and how is it linked to the terms dependence, correlation and variance-covariance structure with respect to repeated-measures designs?
3
votes
1answer
758 views

Kendall's tau and independence

Kendall's tau is an association measure between two random variables, say $X$ and $Y$. If $X$ and $Y$ are independent, then $\tau = 0$. However, $\tau = 0$ does not imply independence because ...
4
votes
1answer
330 views

Manually transforming two dependent variables according to their correlation matrix in R?

I have two continuous variables, X and Y, that are correlated - they are not independent. To correct for non-independence, I have a known correlation structure, a matrix S. If one calls ...
2
votes
1answer
224 views

An inconsistency between the concept of “subindependence” and the chi-square test for independence?

Two random variables are defined as subindependent if their covariance is zero--in other words, if they are uncorrelated. The latter link notes that "not all uncorrelated variables are independent. ...
2
votes
3answers
934 views

These two variables are almost uncorrelated. What else can I say?

I have two variables for some districts in the UK: Number of crimes per habitant Median yearly income Here's what it looks like: I would like to determine if there is a dependence between the ...
1
vote
0answers
285 views

Do two variables need to be independent in order to obtain a correlation?

I would like to find the correlation between two variables. It was suggested to me that two variables should be independent; otherwise it is not meaningful statistically to calculate a correlation. ...