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Correlation (viewed as linear relationship)

  • Correlation measures the linear relationship between objects
  • To compute correlation, we standardize data objects, A and B, and then take their dot product

\[ a^{'}_{k} = (a_{k}-mean(A))/std(A) \]

\[ b^{'}_{k} = (b_{k}-mean(B))/std(B) \]

\[ correlation (A,B)=A^{'}.B^{'} \]


Speaker notes:

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