Computing Correlation under Interval Uncertainty

  • Hung T. Nguyen
  • Vladik Kreinovich
  • Berlin Wu
  • Gang Xiang
Part of the Studies in Computational Intelligence book series (SCI, volume 393)

Formulation of the Problem

As we have mentioned in Chapter 21, finite population covariance C between the data sets x1,..., x n and y1,..., y n is often used to compute finite population correlation

ρ = \(\frac{C}{\sigma_{x} \cdot \sigma_{y}}\),

where σ x = \(\sqrt{V_{x}}\) is the finite population standard deviation of the values x1,..., x n , and σ y = \(\sqrt{V_{y}}\) is the finite population standard deviation of the values y1,..., y n .

Keywords

Computing Stat Variance Versus Finite Population Interval Uncertainty Population Covariance 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Hung T. Nguyen
    • Vladik Kreinovich
      • Berlin Wu
        • Gang Xiang

          There are no affiliations available

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