For questions about correlation of two random variables. Use it with [tag: random-variables] and [tag: probability].

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Cross correlation in MATLAB HELP

I have values from two sensors stored in two vectors A and B. They both represent values of the sensors at times TA and TB which is stored in two other vectors(since it is not uniform sampling) Both A ...
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example on variance of stochastic processes

I saw this expression in a book and I cannot understand how did he get this expression. Suppose $Z_t$ and $D_t$ are some stochastic processes and we have these expressions, $Z_{t_k} - Z_{t_{k-1}} = ...
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506 views

Correlation between Beta distributions

I have a Computer Science background and not very knowledgeable in Probability and Statistics. So excuse me if my question,notation, or language is flawed. Anyways, the problems is that we have two ...
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1answer
212 views

What is the characteristic formula for the addition of two lognormal distributions?

If I have two lognormal processes (X and Y) with mean and volatiilty for each and also correlation between the two, what is the characteristic formula of X + Y (i.e. what is the new mean and new ...
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Calculate Correlation between 2 values

I have a random vector $X = ( X_1 , X_2 )$ that has a bidimensional normal repartition with mean $0$ and covariation matrix : $$ \Sigma = \left( \begin{array}{ccc} 1 & q \\ q & 1 ...
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Going back from a correlation matrix to the original matrix

I have N sensors which are been sampled M times, so I have an N by M readout matrix. If I want to know the relation and dependencies of these sensors simplest thing is to do a Pearson's correlation ...
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Statistics - Correlation between 2 sets of data

If i know the means and standard deviations of 2 sets of data, and i know the slope of the regression line, how can I find the correlation? edit Sample 1 SD: 12.37 Sample 2 SD: 7.00 Slope of ...