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Results tagged with correlation
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user 188347
A measure of the degree of association among a pair of variables.
3
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answers
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Using a copula to generate correlated data draws; attenuation bias in result correlation
Use these quantiles on the CDF (or eCDF) of the desired target distribution
Take a rank correlation of the resulting data to verify the correlation structure is preserved. … However, the linear correlation of X1 and X2 is not $\rho$. …
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