Algebraic View on Linear Correlation

@article{1141,
   author = {Dedecius, Kamil and Kalová, Jana},
   article_location = {České Budějovice},
   article_number = {1},
   keywords = {correlation; correlation coefficient; Pearson correlation coefficient; linear algebra},
   language = {eng},
   issn = {1802-503X},
   journal = {Littera Scripta},
   title = {Algebraic View on Linear Correlation},
   volume = {2},
   year = {2009}
}

TY  - JOUR
ID  - 1141
AU  - Dedecius, Kamil - Kalová, Jana
PY  - 2009
TI  - Algebraic View on Linear Correlation
JF  - Littera Scripta
VL  - 2
IS  - 1
SP  - 163-168
EP  - 163-168
PB  - VŠTE v Českých Budějovicích
SN  - 1802503X
KW  - correlation
KW  - correlation coefficient
KW  - Pearson correlation coefficient
KW  - linear algebra
N2  - The paper deals with a linear correlation coefficient. First, it presents its derivation in terms of linear algebra and shows, that it has a quality of angle between two vectors of data samples. As the linear correlation coefficient is often used in many academical situations, the frequent mistake of considering it as a general measure of dependence of two data sets is discussed as well. An example of fully dependent yet uncorrelated data is included.
ER  - 

DEDECIUS, Kamil a Jana KALOVÁ. Algebraic View on Linear Correlation. \textit{Littera Scripta}. České Budějovice: VŠTE v Českých Budějovicích, 2009, roč.~2, č.~1, s.~163-168. ISSN~1802-503X.