Distance correlation
In statistics and in probability theory, distance correlation or distance covariance is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent. Thus, distance correlation measures both linear and nonlinear association between two random variables or random vectors. This is in contrast to Pearson's correlation, which can only detect linear association between two random variables.
Brownian covarianceBrownian motionCorrelation and dependenceCorrelation coefficientCovarianceDistance CovarianceDistance VarianceDistance correlationDistance covarianceDistance matrixDistance standard deviationDistance varianceEmpirical characteristic functionEnergy distanceGábor J. SzékelyHoeffding's independence testList of statistics articlesMaximal information coefficientMean absolute differencePearson correlation coefficientRV coefficientSpearman's rank correlation coefficientStandard deviationStatistical dispersionStatistical distanceSummary statisticsVarianceVariance function
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Distance correlation
In statistics and in probability theory, distance correlation or distance covariance is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent. Thus, distance correlation measures both linear and nonlinear association between two random variables or random vectors. This is in contrast to Pearson's correlation, which can only detect linear association between two random variables.
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En estadística y en teoría de ...... cia de muchos cruces de datos.
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In statistics and in probabili ...... of many shuffles of the data.
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En estadística y en teoría de ...... ntre dos variables aleatorias.
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In statistics and in probabili ...... between two random variables.
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Correlación de la distancia
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Distance correlation
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