Dominic Edelmann, Tamás F. Móri, Gábor J. Székely
Abstract
In this paper we show that for any fixed Pearson correlation coefficient strictly between −1 and 1, the distance correlation coefficient can take any value in the open unit interval (0,1).
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In this paper we show that for any fixed Pearson correlation coefficient strictly between −1 and 1, the distance correlation coefficient can take any value in the open unit interval (0,1).
Key concepts: Mathematics, Pearson product-moment correlation coefficient, Distance correlation, Fisher transformation, Correlation coefficient, Correlation ratio, Statistics, Correlation