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Measuring the correlation (association) between two random variables is one of the important goals in statistical applications. In the literature, the covariance between two random variables is a widely used criterion in measuring the…

统计方法学 · 统计学 2018-10-30 Majid Asadi , Somayeh Zarezadeh

The difficulties of detecting association, measuring correlation, and establishing cause and effect have fascinated mankind since time immemorial. Democritus, the Greek philosopher, underscored well the importance and the difficulty of…

其他统计学 · 统计学 2017-09-20 Donald St. P. Richards

The paper investigates the problem of performing correlation analysis when the number of observations is very large. In such a case, it is often necessary to combine the random observations to achieve dimensionality reduction of the…

信息论 · 计算机科学 2020-10-19 Pavel Loskot

Distance correlation is a measure of dependence between two paired random vectors or matrices of arbitrary, not necessarily equal, dimensions. Unlike Pearson correlation, the population distance correlation coefficient is zero if and only…

统计方法学 · 统计学 2025-06-19 Kontemeniotis Nikolaos , Vargiakakis Rafail , Tsagris Michail

We study the question of testing structured properties (classes) of discrete distributions. Specifically, given sample access to an arbitrary distribution $D$ over $[n]$ and a property $\mathcal{P}$, the goal is to distinguish between…

数据结构与算法 · 计算机科学 2016-01-22 Clément L. Canonne , Ilias Diakonikolas , Themis Gouleakis , Ronitt Rubinfeld

In the present paper, we propose a new rank correlation coefficient $r_n$, which is a sample analogue of the theoretical correlation coefficient $r$, which, in turn, was proposed in the recent work of Stepanov (2025b). We discuss the…

统计理论 · 数学 2025-06-10 Alexei Stepanov

Three measures of pseudorandomness of finite binary sequences were introduced by Mauduit and S\'ark\"ozy in 1997 and have been studied extensively since then: the normality measure, the well-distribution measure, and the correlation measure…

概率论 · 数学 2015-02-04 Kai-Uwe Schmidt

The thesis concentrates on two problems in discrete geometry, whose solutions are obtained by analytic, probabilistic and combinatoric tools. The first chapter deals with the strong polarization problem. This states that for any sequence…

度量几何 · 数学 2019-07-12 Gergely Ambrus

Fix $\alpha,\theta >0$, and consider the sequence $(\alpha n^{\theta} \mod 1)_{n\ge 1}$. Since the seminal work of Rudnick--Sarnak (1998), and due to the Berry--Tabor conjecture in quantum chaos, the fine-scale properties of these dilated…

数论 · 数学 2023-03-08 Christopher Lutsko , Athanasios Sourmelidis , Niclas Technau

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study…

统计理论 · 数学 2019-09-04 Haolei Weng , Yang Feng

We consider the network constraints on the bounds of the assortativity coefficient, which measures the tendency of nodes with the same attribute values to be interconnected. The assortativity coefficient is the Pearson's correlation…

社会与信息网络 · 计算机科学 2021-01-13 Matteo Cinelli , Leto Peel , Antonio Iovanella , Jean-Charles Delvenne

The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…

信息论 · 计算机科学 2019-06-04 Elad Domanovitz , Uri Erez

This paper introduces the correlation-of-divergency coefficient, c-delta, a custom statistical measure designed to quantify the similarity of internal divergence patterns between two groups of values. Unlike conventional correlation…

统计方法学 · 统计学 2026-03-10 Johan F. Hoorn

The usual stochastic order and the likelihood ratio order between probability distributions on the real line are reviewed in full generality. In addition, for the distribution of a random pair $(X,Y)$, it is shown that the conditional…

统计理论 · 数学 2023-03-08 Lutz Duembgen , Alexandre Moesching

Any empirical data can be approximated to one of Pearson distributions using the first four moments of the data (Elderton and Johnson, 1969; Pearson, 1895; Solomon and Stephens, 1978). Thus, Pearson distributions made statistical analysis…

统计计算 · 统计学 2019-12-24 Wei Pan , Xinming An , Qing Yang

We introduce a correlation coefficient that is designed to deal with a variety of ranking formats including those containing non-strict (i.e., with-ties) and incomplete (i.e., unknown) preferences. The correlation coefficient is designed to…

应用统计 · 统计学 2019-02-19 Yeawon Yoo , Adolfo R. Escobedo , J. Kyle Skolfield

We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…

概率论 · 数学 2016-08-15 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

This short note presents results about the symmetric Jensen-Shannon divergence between two discrete mixture distributions $p_1$ and $p_2$. Specifically, for $i=1,2$, $p_i$ is the mixture of a common distribution $q$ and a distribution…

信息论 · 计算机科学 2018-12-07 Bernhard C. Geiger

A general piecewise (including pointwise) probability distribution with space-saving notation and its hierarchical particular cases are considered. The explicit closed-form normalization, expectation, and variance formulas along with the…

概率论 · 数学 2022-02-01 Lev Gelimson

Given an increasing sequence of integers a(n), it is known (due to Weyl) that for almost all reals t, the fractional parts of the dilated sequence t*a(n) are uniformly distributed in the unit interval. Some effort has been made recently to…

数论 · 数学 2007-05-23 Zeev Rudnick , Alexandru Zaharescu