A Distributional Measure of Correlation
by Dror G. Feitelson.
Common metrics of correlation are based on the degree to which the
value of one random variable can be used to predict the value of
another random variable.
However, there are forms of correlation that do not lead to a high
ability to predict actual values.
We identify such a correlation, and suggest it can be measured by a
certain monotonicity property among distributions of the dependent
variable, for different ranges of the independent variable.
correlation coefficient, data analysis, distribution prediction
Dror G. Feitelson, firstname.lastname@example.org
Richard G. Graf,email@example.com
READING THE ARTICLE: You can read the article in
portable document (.pdf) format (2051283 bytes.)
NOTE: The content of this article is the intellectual property of the authors, who retains all rights to future publication.
This page has been accessed 3579 times since July 24, 2006.
Return to the Home Page.