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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 …
Roman's user avatar
  • 724
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 …
Roman's user avatar
  • 724
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 …
Roman's user avatar
  • 724
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) ( …
Roman's user avatar
  • 724