Category Archives: Notes

Correlation coefficient



Given two random variables X and Y, Pearson’s correlation coefficient ρ is defined as the ratio between the covariance of the two variables and the product of their standard deviations:

Of vector and matrix products


Listed below are definitions of some vector or matrix products. I will be needing these definitions in the succeeding posts. Thanks to Jetpack‘s Latex support, I can now include equations in my post.