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A probabilistic explanation of Pearson's correlation
Author(s) -
Liu Xiaofeng Steven
Publication year - 2019
Publication title -
teaching statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.425
H-Index - 13
eISSN - 1467-9639
pISSN - 0141-982X
DOI - 10.1111/test.12204
Subject(s) - pearson product moment correlation coefficient , mathematics , statistics , correlation , distance correlation , random variable , probabilistic logic , moment (physics) , physics , geometry , classical mechanics
Pearson's product‐moment correlation can be explained by means of the probability of concordant pairs of observations on two continuous variables (ie, the order of the observations from two randomly selected individuals is the same between the two variables). The probability of concordant pairs features relatively easy computation and offers an alternative perspective on Pearson's correlations.