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The correlation coefficient is +1 in the case of a perfect direct (increasing) linear relationship (correlation), −1 in the case of a perfect inverse (decreasing) linear relationship (anti-correlation), [5] and some value in the open interval (,) in all other cases, indicating the degree of linear dependence between the variables. As it ...
A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [ a ] The variables may be two columns of a given data set of observations, often called a sample , or two components of a multivariate random variable with a known distribution .
The Well-Spoken Thesaurus: The Objective Correlative and Barbara Kingsolver. Sourcebooks , 2011. Vivas, Eliseo , The Objective Correlative of T. S. Eliot, reprinted in Critiques and Essays in Criticism, ed. Robert W. Stallman (1949).
With any number of random variables in excess of 1, the variables can be stacked into a random vector whose i th element is the i th random variable. Then the variances and covariances can be placed in a covariance matrix, in which the (i, j) element is the covariance between the i th random variable and the j th one.
A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. [1] If one considers the correlation function between random variables representing the same quantity measured at two different points, then this is often referred to as an ...
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Decorrelation is a general term for any process that is used to reduce autocorrelation within a signal, or cross-correlation within a set of signals, while preserving other aspects of the signal. [citation needed] A frequently used method of decorrelation is the use of a matched linear filter to reduce the autocorrelation of a signal as far as ...
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