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But it's highly non-linear. They have an expected Pearson correlation of zero. Note: there are simple counter example of variables that have a Pearson correlat
by ogrisel 13y ago
But it's highly non-linear. They have an expected Pearson correlation of zero.
Note: there are simple counter example of variables that have a Pearson correlation of 0 yet some non-linear dependency structure as in the 3rd row of the plot of:
http://en.wikipedia.org/wiki/Correlation_and_dependence http://en.wikipedia.org/wiki/Correlation_and_dependence
- mistercow 13y agoIf the question is "does causation imply linear correlation", then the answer is obviously and trivially "no". But we don't need a PRNG to see that. Take a series of chutes whose entrances are lined up in a row, and whose exits are arranged in a circle. Now start dropping balls in the entrances and see where they end up. Obviously there is a causal relationship between where we drop the ball and where it lands, but it's not a linear correlation. But there's still a correlation.