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Events (or random variables) are independent when information on some of them tells you nothing about the probability of occurrence (/ distribution) of the others. Please DO NOT use this tag for independent variable use [predictor] instead.
3
votes
1
answer
146
views
How to check if there is a dependency of a numeric variable on other numeric variables?
I need to check if a numeric variable $y$ depends on a set of other numeric variables $(x_1, x_2, ..., x_n)$. I do not know anything about the form of possible dependency (I do not even know if it exi …
0
votes
1
answer
1k
views
How to check dependency on nominal variables?
I have data that map one real (float) and several nominal arguments to one real value:
y = f(r, n1, n2, n3, n4)
If I check dependency of y on r (r is my real-valued variable), I see that y depends …
2
votes
2
answers
1k
views
How to find out if there is any real pattern in the data set?
Let's assume that we have a regression problem (in the machine learning sense). Our data set consists of pairs of features vectors and numeric targets.
It might be the case that there is absolutely n …
39
votes
2
answers
21k
views
Understanding distance correlation computations
As far as I understood, distance correlation is a robust and universal way to check if there is a relation between two numeric variables. For example, if we have a set of pairs of numbers:
(x1, y1)
( …