On relationships between the Pearson and the distance correlation coefficients
Dominic Edelmann, Tamás F. Móri, Gábor J. Székely
Abstract
In this paper we show that for any fixed Pearson correlation coefficient strictly between −1 and 1, the distance correlation coefficient can take any value in the open unit interval (0,1).
Topics & Concepts
MathematicsPearson product-moment correlation coefficientDistance correlationFisher transformationCorrelation coefficientCorrelation ratioStatisticsCorrelationRandom variableGeometryNeural Networks and ApplicationsBayesian Methods and Mixture ModelsFuzzy Systems and Optimization