July 2016
Beginner to intermediate
462 pages
9h 14m
English
Content preview from Python Data Analysis Cookbook
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Correlating variables with Pearson's correlation
Pearson's r, named after its developer Karl Pearson (1896), measures linear correlation between two variables. Let's look at the following equations:
(3.13) defines the coefficient and (3.14) describes the
Fisher transformation used to compute confidence intervals. (3.15) gives the standard error of the correlation. (3.16) is about the z-score of the Fisher transformed correlation. If we assume a normal distribution, we can use the z-score to compute confidence intervals. Alternatively, we can bootstrap by resampling pairs of values with replacement. Also, the scipy.stats.pearsonr() function returns ...
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