Calculating A Weighted Correlation
Suppose observations to be correlated have differing degrees of importance that can be expressed with a weight vector w. To calculate the correlation between vectors x and y with the weight vector w (all of length n),
- Weighted mean:
- Weighted covariance
- Weighted correlation
Read more about this topic: Pearson Product-moment Correlation Coefficient
Famous quotes containing the word calculating:
“Because relationships are a primary source of self-esteem for girls and women, daughters need to know they will not lose our love if they speak up for what they want to tell us how they feel about things. . . . Teaching girls to make specific requests, rather than being indirect and agreeable, will help them avoid the pitfalls of having to be manipulative and calculating to get what they want.”
—Jeanne Elium (20th century)