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WfccmQcCorrelation
(13 Sep 2005,
ColeBeck
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---+++ Pearson Correlation Coefficient Suppose that we have 2 samples/columns, X and Y. N features from feature1 to featureN. The test statistics is computed as : </br> denominator1: %${{\sum X^2 - \frac{{\sum X}{\sum X}}{N}}}$% denominator2: %${{\sum Y^2 - \frac{{\sum Y}{\sum Y}}{N}}}$% r = %$\frac{\sum{XY}-\frac{\sum {X}\sum{Y}}{N}}{\sqrt{denominator1*denominator2}}$% Suppose that we have 2 samples/columns, the test statistics is computed as : </br> Spearman-corr = %$\frac{\sum{(X_i-\bar X)(Y_i-\bar Y)}}{\sqrt{\sum{(X_i-\bar X)^2}\sum{(Y_i-\bar Y)^2}}}$% </br> where X_i is the rank of the ith X value, Y_i is the rank of the ith Y value, %$\bar X$% is the mean of the %$X_i$% values, and %$\bar Y$% is the mean of the %$Y_i$% values. [[%ATTACHURL%/spearman.xls][Real Example]]
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Topic revision: r6 - 13 Sep 2005,
ColeBeck
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