A Geometrical Interpretation of an Alternative Formula for the Sample Covariance

被引：3

作者：

Hayes, Kevin ^{[1
]}

机构：

[1] Univ Limerick, Dept Math & Stat, Limerick, Ireland

来源：

AMERICAN STATISTICIAN | 2011年 / 65卷 / 02期

基金：

爱尔兰科学基金会;

关键词：

Correlation coefficient; Digit preference; Method comparison study; Pairwise differences; Principal axis; Rotation; CORRELATION-COEFFICIENT;

D O I：

10.1198/tast.2011.09067

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In a previous issue of The American Statistician, Heffernan reexpressed the classical formula for the sample variance as a sum of squared pairwise differences. This result extends to the sample covariance and has appealing geometrical interpretations.

引用

页码：110 / 112

页数：3

共 10 条

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[2]

Falk R., 1997, J Stat Ed, V5

[3]

Galton F., 1886, J. Anthropol. Inst. G. B. Irel, V15, P246, DOI 10.2307/2841583

[4] NEW MEASURES OF SPREAD AND A SIMPLER FORMULA FOR THE NORMAL-DISTRIBUTION [J].