Abstract
In most experimental settings data are collected simultaneously on many variables, and the statistical modeling problem is to describe their joint variation, meaning their tendency to vary together.
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Notes
- 1.
The concept of association also played a prominent role in Pearson’s influential book The Grammar of Science, the first edition of which appeared in 1892. For a discussion of Pearson’s research see Stigler (1986).
- 2.
The result (4.37) when \(Y\) is continuous requires the notion of the joint distribution of \((X,Y)\) when \(X\) is discrete and \(Y\) is continuous, which we have not discussed, but this case can be accommodated by an extension of the definitions we have given.
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Kass, R.E., Eden, U.T., Brown, E.N. (2014). Random Vectors. In: Analysis of Neural Data. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-9602-1_4
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DOI: https://doi.org/10.1007/978-1-4614-9602-1_4
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