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The Kendall tau distance between two series is the total number of discordant pairs. The Kendall tau rank correlation coefficient, which measures how closely related two series of numbers are, is proportional to the difference between the number of concordant pairs and the number of discordant pairs.
where E is the expected value operator. Notably, correlation is dimensionless while covariance is in units obtained by multiplying the units of the two variables. If Y always takes on the same values as X, we have the covariance of a variable with itself (i.e. ), which is called the variance and is more commonly denoted as the square of the ...
The binomial approximation is useful for approximately calculating powers of sums of 1 and a small number x. It states that. It is valid when and where and may be real or complex numbers. The benefit of this approximation is that is converted from an exponent to a multiplicative factor. This can greatly simplify mathematical expressions (as in ...
Counting measure. In mathematics, specifically measure theory, the counting measure is an intuitive way to put a measure on any set – the "size" of a subset is taken to be the number of elements in the subset if the subset has finitely many elements, and infinity if the subset is infinite. [1]
Random variate. In probability and statistics, a random variate or simply variate is a particular outcome or realization of a random variable; the random variates which are other outcomes of the same random variable might have different values (random numbers). A random deviate or simply deviate is the difference of a random variate with ...
For a set of random variables X n and corresponding set of constants a n (both indexed by n, which need not be discrete), the notation = means that the set of values X n /a n converges to zero in probability as n approaches an appropriate limit. Equivalently, X n = o p (a n) can be written as X n /a n = o p (1), i.e.
A more familiar principal branch function, limited to real numbers, is that of a positive real number raised to the power of 1/2. For example, take the relation y = x 1/2, where x is any positive real number. This relation can be satisfied by any value of y equal to a square root of x (either positive or negative).
Comparison functions are primarily used to obtain quantitative restatements of stability properties as Lyapunov stability, uniform asymptotic stability, etc. These restatements are often more useful than the qualitative definitions of stability properties given in language. As an example, consider an ordinary differential equation. (2) where.