Chapter 7. Probability Distributions, Covariance, and Correlation

In Chapter 6, Dimensionality Reduction with Principal Component Analysis, we discussed principal component analysis. In the previous chapter, we discovered association rules using apriori in R. In this chapter, we will examine the following:

  • Probability distributions
  • A short introduction to descriptive statistics (mean and standard deviation)
  • Covariance and correlation, notably what they mean and how they are computed
  • How to perform correlation analysis in R

Probability distributions

In this section, we very briefly examine important distributions for common statistical problems with data consisting of quantities: the normal distribution and Student's t-distributions. We first introduce ...

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