Peer-Reviewed Journal Details
Mandatory Fields
Hayes, K
2011
January
American Statistician
A Geometrical Interpretation of an Alternative Formula for the Sample Covariance
Published
()
Optional Fields
Correlation coefficient Digit preference Method comparison study Pairwise differences Principal axis Rotation CORRELATION-COEFFICIENT
65
110
112
In a previous issue of The American Statistician, Heffernan reexpressed the classical formula for the sample variance as a sum of squared pairwise differences. This result extends to the sample covariance and has appealing geometrical interpretations.
10.1198/tast.2011.09067
Grant Details