A covariance term loosely aims at capturing some essence of joint dependence between two random variables. A correlation coefficient is nothing more than an appropriately scaled version of the covariance.

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Correlation Coefficient

  • Nitis Mukhopadhyay

摘要

A covariance term loosely aims at capturing some essence of joint dependence between two random variables. A correlation coefficient is nothing more than an appropriately scaled version of the covariance.