ISSN 2284-7995, ISSN Online 2285-3952
 

New correlation coefficient for data analysis

Published in Scientific Papers. Series "Management, Economic Engineering in Agriculture and rural development", Vol. 12 ISSUE 4
Written by Dragoş FALIE, Livia DAVID

The proposed correlation coefficient better characterize the statistical independence of two random variables that are a linear mixture of two independent sources. This correlation coefficient can be calculated with analytical relations or with the known algorithms of independent components analysis (ICA). The value of the correlation coefficient is zero when the random variables are a statistically independent and it is one when these are fully dependent.

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© 2019 To be cited: Scientific Papers. Series “Management, Economic Engineering in Agriculture and Rural Development“.

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