Distance correlation: Difference between revisions

Revision as of 12:00, 14 August 2014

Revision as of 19:09, 15 August 2014

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\operatorname{dCor}(X,Y) = \frac{\operatorname{gCovdCov}(asdX,Y)}{\sqrt{\operatorname{dVar}(X)\,\operatorname{dVar}(Y)}},

</math>

and the ''sample distance correlation'' is defined by substituting the sample distance covariance and distance variances for the population coefficients above.