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For two random variates X and Y, the correlation is defined bY cor(X,Y)=(cov(X,Y))/(sigma_Xsigma_Y), (1) where sigma_X denotes standard deviation and cov(X,Y) is the ...

Let f*g denote the cross-correlation of functions f(t) and g(t). Then f*g = int_(-infty)^inftyf^_(tau)g(t+tau)dtau (1) = ...

The Spearman rank correlation coefficient, also known as Spearman's rho, is a nonparametric (distribution-free) rank statistic proposed by Spearman in 1904 as a measure of ...

Montgomery's pair correlation conjecture, published in 1973, asserts that the two-point correlation function R_2(r) for the zeros of the Riemann zeta function zeta(z) on the ...

For a bivariate normal distribution, the distribution of correlation coefficients is given by P(r) = (1) = (2) = (3) where rho is the population correlation coefficient, ...

A projective correlation of period two. In a polarity, a is called the polar of A, and A the inversion pole a.

A Bland-Altman plot is a data plotting method which simultaneously presents data sets from two different tests in a way that allows for easier determination of whether the ...

Let r be the correlation coefficient. Then defining z^'=tanh^(-1)r (1) zeta=tanh^(-1)rho, (2) gives sigma_(z^') = (N-3)^(-1/2) (3) var(z^') = 1/n+(4-rho^2)/(2n^2)+... (4) ...

Recall the definition of the autocorrelation function C(t) of a function E(t), C(t)=int_(-infty)^inftyE^_(tau)E(t+tau)dtau. (1) Also recall that the Fourier transform of E(t) ...

Let {a_i}_(i=0)^(N-1) be a periodic sequence, then the autocorrelation of the sequence, sometimes called the periodic autocorrelation (Zwillinger 1995, p. 223), is the ...