Correlation Definition and 338 Threads

Why would a p-value greater than .95 plausibly indicate that the errors/uncertainties were overestimated, i.e. a small chi-square?

Hello. I need to find the expectational value of the correlation energy between two electrons which repel each other via the classical Coulomb interaction. This is given by the 6-dimensional integral: \left\langle\frac{1}{|\vec{r}_1 - \vec{r}_2|}\right\rangle...

I've noticed an interesting observation about how the lives of all the people in my elementary AIG (academically intellectually gifted). Out of the 11 of us, the only two not to go to college came from very poor homes. (Even from the beginning, only 4 of us were the kids of a...

How to prove that two poisson processes can never be negatively correlated.

Different correlation coefficient results between Matlab and Excel. Please Help! I have two sets of dat as below. A problem is that MATLAB and excel returns a different value of correlation coefficient (i.e., 0.801 from Excel and 0.786 from Matlab). For Matlab, I used the function...

The quantum physics forum is full of questions about why entanglement can't be used to signal superluminally. My question is this: do these questions usually still make sense if we replace entanglement by classical correlation? For example, I can send Alice and Bob each a random bit but with...

hello, Thank you to understand that this is not a homework! I have to evaluate the uncertainty of a measurement but the baseline is also with uncertainty (correlation). I would like to have some ideas or suggestions on the best way to evaluate the uncertainty. Here is the problem: We...

Hello all. I am not a stats person so I would like some help/confirmation on this one. What I am trying to achieve (if possible) is a metric on how two portfolios (or strategies) are correlated. Imagine there are two portfolios of assets A,B,C,D... with different weights of each asset...

Hi I have stumpled upon the following expression for the correlation function of the photocurrent shot noise for a photodiode <\delta i(t)\delta i(t+\tau)> = \frac{e^2\eta}{h\nu}P\delta(\tau) where η is the quantum efficiency and P the power in the signal. δ(τ) denotes the Dirac delta, which...

We all know that if the covariance is positive then it means that if one increases then the other one also increases. If the covariance is negative it is the other way round. I know to calculate the covariance and deduce the relation between them. But I don't get an intuitive feeling regarding...

Hello everyone, I have a question (perhaps a very noob one as well!) regarding correlation between variables where the number of observations are different between the two sets. So, I have some 32 responses generated from a survey which aim to measure certain variable and I want to...

Hi, Look at \begin{align} & \int d^4 x d^4 x_1 d^4 x_2 d^4 x_3 d^4 x_4 \exp [i(p_1 x_1 + p_2 x_2 -k_1 x_3 -k_2 x_4)] \\ & \times (-i\lambda)D(x_1-x)D(x_2-x)D(x_3-x)D(x_4-x) \end{align} for first order in lambda for 2-2 scattering. In Maggiore I am told to substitute y_i=x_i-x as a...

Hello everyone! I'm coming to notice day by day how our education is purely focused on memorizing and applying formulas rather than understanding the concept. Assume we have the following: $X = aR + N$, and $Y = bG + W$, where $X, Y$ are random vectors, $R, G$ are strongly correlated random...

Hi, Haven't studied math for a while and thought I'd ask you for help. It regards implied correlation based on implied volatility for FX options. (b/c)=(a/c)/(a/b) Var(b/c) = Var(a/c)+Var(a/b) - 2*Sigma(a/c)*Sigma(a/b)*Corr(a/c,a/b) When breaking out the Corr(a/c,a/b) from the...

Is correlation between 2 time-series a useful indicator? In currency pairs for example, sometimes the correlation between 2 pairs (e.g. EUR/USD and GBP/USD) for the past x days is strong, but it can weaken very fast. Should I just take the average over time and go with it, or is there a better...

Hello everyone I'm new here: So I was about to write some SAS or R to do the following, but now I'm getting old enough to realize most things I think of were thought of before (usually by people way smarter than me). I've done some googling, but I haven't found the golden answer yet. I'd...

I've always been told "correlation does not imply causation." However, I've never been told much about whether it can imply a probability of causation. Moreover, there seem to be competing and often misused definitions of "to cause", i.e., use in a syllogistic sense versus use in probabilistic...

I would like to know what is the difference between real-space correlation and redshift-space correlation functions?

I'm currently trying to make some intuitive sense out of Quantum field theory, but I'm not really understanding the vacuum. Consider a real (or complex, with + in the right places) scalar particle (a Klein-Gordon field). Now consider the propagator (or correlation function) G(x-y)=...

We have 18 subjects chosen at random, and they are rated by 6 randomly selected raters, and there is no requirement that the same rater rate all the subjects, we have a completely random one way design. Reliability is assessed with a ICC(1,1) or ICC(1) model depending on convention. The table...

I have a bunch of data for volleyball and I am trying to figure out how correlated certain stats are to winning a game. Here is a small example of the data set. Pts Err Diff EFF% Win 21 10 11 .360 1 21 10 11 .350 1 18 11 7 .250 1 14 6 8 .280 1 19 10 9...

Homework Statement Prove the following: Let \rho be the correlation coefficient. Prove: \rho(X, Y) = 1 \iff P(Y=aX+b) = 1Homework Equations \rho(X, Y) = cov(X,Y)/\sigma_x\sigma_y The Attempt at a Solution I have no idea how to prove this, I know that rho must lie between 1 and -1 (inclusive)...

Hello all, Imagine two spin 1/2 particles that are entangled, going towards two stern-gerlach apparatuses, with some relative angle. Now imagine one stern-gerlach device measures the spin of one of the particles as up. What is the chance that the other stern-gerlach device measures the spin...

hi i want to know that what is quantum and classical correlation. is there any book or paper? thanks

Homework Statement Homework Equations SS(x-(mean x))(y- (mean y) f(x,y) dxdy (note: SS=integers for x and y) The Attempt at a Solution

I am confused how to interpret the result of preforming a normalized correlation with a constant vector. Since you have to divide by the standard devation of both vectors (reference: http://en.wikipedia.org/wiki/Cross-correlation#Normalized_cross-correlation ) , if one of them is constant (say a...

Hi I have a stationary gaussian process { X_t } and I have the correlation function p(t) = Corr(X_s, X_(s+t)) = 1 - t/m, where X_t is in {1,2,..,m}, and I want to simulate this process. The main idea is to write X_t as sum from 1 to N of V_i, X_t+1 as sum from p+1 to N+p V_i and so on, where...

Homework Statement Let x(t) be a transmitted radar pulse. The received radar pulse is y(t). y(t)=ax(t-t_{d})+v(t) Where v(t) is the additive noise and td is the time delay. The signals x(t) and y(t) are sampled and processed digitally to determine the delay The discrete time signals...

I'm new to the field of signal processing and currently reading a paper which it uses cross-correlation of two signals for detecting some machine failures. But I'm confused with the complex conjugate in the equations. Take equation from wikipedia as example: (f\star g)(t)\equiv \int_{-\infty...

Hello everyone, I've got a quick question... Given two entangled photons, going through a polarization filter with relative angle a, what is the correlation between the two "answers" (whether the photon is blocked or let through)? I believe it's either cos(a) or cos^2(a), but I'm not sure...

I've searched the forums but am unable to find an answer to this: Given two variables with a correlation, you can predict one from the other using the familiar E(Y|X) = EY + r * s_y * (X - EX) / s_x What I want to know is how to predict values from multiple variables, especially when these...

Given two entangled particles, and the spin of both is measured along two separate axes making an angle of "a", what is the correlation between the two? So how much of the particles will give the same "answer" to the spin measurement? I've tried googling, but the answers I did find were...

I am unsure of this matter and so I am curious, do stronger metals more than likely have higher melting/heating points? Does a metal that takes more force/pressure to break or snap have a higher melting/heating point as well? Do metals/alloys like steel or titanium have higher melting points...

Spatial Cross Correlation help urgently needed! I am working on Cross Correlation at the moment with varying degrees of success. I have figured out how to do Cross and Auto Correlation but am lost tryng to understand spatial CC. I can't seem to find any helpful resources for what I am working...

I want to know how one might calculate the cross correlation of two signals by hand. I know that there are a myriad of software applications that will do this for me but I want to understand how it is done by hand. I'm using the expression: ccxy[k] = ∑ x[n]. y[n+k] I'm just not too sure what the...

From my understanding the job of a theoretical physicist is to derive theories to explain phenomena in nature. But let's say you aren't the best problem solver in the world. You are good enough in your physics class to get the 3.5 GPA but you are never able to solve those extra credit problems...

Hy. I have a problem about correlation depending whether it it observed as a measurement of linear fit of statistical data, and when observed as a relationship between two continuous functions. Is a result of correlation a coefficient (Pearson's product-moment coefficient) or a function...

If I have three scalar random variables: a, b and c, which are each zero-mean and have some nonzero variances, and I know: 1) The correlation between a and b is nonzero. 2) The correlation between b and c is nonzero. Does this imply that the correlation between a and c is nonzero? I...

Hello everyone, My boss has asked me to find if there is any correlation between various sample parameters in a water quality study. We took around 150 samples, and for each one measured around 50 parameters e.g. iron content, free residual chlorine, level of coliforms, pH, etc etc. I...

Hi I have two images and I want to compare the "structures" of them at different scales. I remember from cosmology that the two point correlation function was used to extract similar structural information from the CMB, generating a graph of structure Vs scale. Then at certain length scales you...

Try predicting the news a week ahead of time! Just cite a source for the current state of the news and make a significant prophecy about it -- physical, informational, sporting, political, academic, etc. Just place this "gentleman's bet" here, a week before the augured event. It's you...

After reading so many threads here about it, I thought I would take a closer look at Bell's theorem. Consider the simple proof presented http://quantumtantra.com/bell2.html" , which I'll summarize below: A light source produces twin state photons, and each photon of the pair goes through a...

I found a claim in a paper (BSSA, Vol 81, No. 6: "A Waveform Correlation Method for Identifying Quarry Explosions", By D.B. Harris) concerning finding filter coefficients. The statement is given without proof. I cannot locate a reference or theorem for the following, and have not been able thus...

Please teach me this: In QTF theory of Schroeder,chapter 13.1 saying: Just at t=0(t=\frac{T-T_{c}}{T_{c}}),the correlation should decay as power law. Define the exponent \eta by the formula: G(x)=\frac{1}{x^{d-2+\eta}} where d is Euclidien space dimension. I do not understand why at...

Hi, Why there is a half factor in the definition of the correlation of complex random variables, like: \phi_{zz}(\tau)=\frac{1}{2}\mathbf{E}\left[z^*(t+\tau)z(t)\right]? Thanks in advance

Hi. Can somebody recommend a good book (advanced level) dealing with applications of cross correlation functions? I mean what kind of conclusions can be drawn etc?

Homework Statement The correlation coefficient for each of two data sets is calculated. Set A has r = -0.75 while Set B has r = +0.55. Which set (A or B) has the stronger strength of relationship? Homework Equations I think -0.75? The Attempt at a Solution I think Set A r =...

It is often said that QM is not truly nonlocal, because the "only" thing which is nonlocal are the correlations; there is no true nonlocal causation involved. At the same time, the Bohmian interpretation is accused for being "too" nonlocal, by involving a true nonlocal causation. But what...

I’ve seen much confusion here concerning the difference between instant correlation at a distance and instant “communication”, or transfer of information at a distance, and a simple thought experiment can clarify the difference. In Experiment A, we stick two coins together, one heads up and...

Please teach me this: Why the connected correlation functions depend on the x-y(the difference of two space-time coordinates of two points) only in case the expectation of field(<phi(x)>) is constant(the translation invariance of vacuum state). Thank you very much in advanced.