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correlation formula

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  • Correlation swap — A correlation swap is an over the counter financial derivative that allows one to speculate on or hedge risks associated with the observed average correlation, of a collection of underlying products, where each product has periodically observable …   Wikipedia

  • Correlation — In probability theory and statistics, correlation, (often measured as a correlation coefficient), indicates the strength and direction of a linear relationship between two random variables. In general statistical usage, correlation or co relation …   Wikipedia

  • Correlation function (quantum field theory) — For other uses, see Correlation function (disambiguation). Quantum field theory …   Wikipedia

  • Point-biserial correlation coefficient — The point biserial correlation coefficient ( rpb ) is a correlation coefficient used when one variable (e.g. Y ) is dichotomous; Y can either be naturally dichotomous, like gender, or an artificially dichotomized variable. In most situations it… …   Wikipedia

  • Spearman's rank correlation coefficient — In statistics, Spearman s rank correlation coefficient or Spearman s rho, named after Charles Spearman and often denoted by the Greek letter ho (rho) or as r s, is a non parametric measure of correlation ndash; that is, it assesses how well an… …   Wikipedia

  • Partial correlation — In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed. Contents 1 Formal definition 2 Computation 2.1 Using… …   Wikipedia

  • LSZ reduction formula — In quantum field theory, the LSZ reduction formula is a method to calculate S matrix elements (the scattering amplitudes) from the time ordered correlation functions of a quantum field theory. It is a step of the path that starts from the… …   Wikipedia

  • Falconer's formula — is used to determine the genetic heritability of a trait based on the difference between twin correlations.The formula is hb2 = 2(rmz rdz), where hb2 is the broad sense heritability, rmz is the (monozygotic) identical twin correlation, and rdz is …   Wikipedia

  • Cross-correlation — In signal processing, cross correlation is a measure of similarity of two waveforms as a function of a time lag applied to one of them. This is also known as a sliding dot product or sliding inner product. It is commonly used for searching a long …   Wikipedia

  • Intraclass correlation — In statistics, the intraclass correlation (or the intraclass correlation coefficient [Cite encyclopedia last = Koch first = Gary G. authorlink = Gary G. Koch title = Intraclass correlation coefficient encyclopedia = Encyclopedia of Statistical… …   Wikipedia

  • Exponential formula — In combinatorial mathematics, the exponential formula (called the polymer expansion in physics) states that the exponential generating function for structures on finite sets is the exponential of the exponential generating function for connected… …   Wikipedia

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