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How many samples in a sequence do I need to evaluate to determine whether the Pearson correlation will be below a certain threshold?


How many samples do I need to estimate the click-through rate confidently?How should I measure the “fit” between two sequences?How can I simply prove that the pearson correlation coefficient is between -1 and 1?Correlation formula for discrete phenomena in timeTwo Top Economist getting 9/10 correctMaths concept for salient point in graph dataIs this an improper method of averaging grades? If so, what is a simple mathematical way of explaining it?How many samples of a sequence do I need to determine whether there is a pattern?How does the Pearson correlation coefficient change under rotationsInfer association from scatter plot













0












$begingroup$


I have two sequences $A$ and $B$ of equivalent length containing arbitrary numbers. I also have an arbitrary threshold value $T$ somewhere between -1 and 1, and know the means of both sequences.



Now I'm calculating the Pearson correlation coefficient of these two sequences, and am interested only in whether the computed correlation is lower than the threshold $T$.



If I understand correctly how the Pearson correlation coefficient is computed, if the correlation in a sequence starts off "badly", it has trouble recovering to a high correlation later on.



So what I'm wondering about is whether there exists some kind of condition I could check for that allows me to determine whether the final computed correlation will end up below my threshold $T$, without having to look at all values in the two sequences?










share|cite|improve this question











$endgroup$
















    0












    $begingroup$


    I have two sequences $A$ and $B$ of equivalent length containing arbitrary numbers. I also have an arbitrary threshold value $T$ somewhere between -1 and 1, and know the means of both sequences.



    Now I'm calculating the Pearson correlation coefficient of these two sequences, and am interested only in whether the computed correlation is lower than the threshold $T$.



    If I understand correctly how the Pearson correlation coefficient is computed, if the correlation in a sequence starts off "badly", it has trouble recovering to a high correlation later on.



    So what I'm wondering about is whether there exists some kind of condition I could check for that allows me to determine whether the final computed correlation will end up below my threshold $T$, without having to look at all values in the two sequences?










    share|cite|improve this question











    $endgroup$














      0












      0








      0





      $begingroup$


      I have two sequences $A$ and $B$ of equivalent length containing arbitrary numbers. I also have an arbitrary threshold value $T$ somewhere between -1 and 1, and know the means of both sequences.



      Now I'm calculating the Pearson correlation coefficient of these two sequences, and am interested only in whether the computed correlation is lower than the threshold $T$.



      If I understand correctly how the Pearson correlation coefficient is computed, if the correlation in a sequence starts off "badly", it has trouble recovering to a high correlation later on.



      So what I'm wondering about is whether there exists some kind of condition I could check for that allows me to determine whether the final computed correlation will end up below my threshold $T$, without having to look at all values in the two sequences?










      share|cite|improve this question











      $endgroup$




      I have two sequences $A$ and $B$ of equivalent length containing arbitrary numbers. I also have an arbitrary threshold value $T$ somewhere between -1 and 1, and know the means of both sequences.



      Now I'm calculating the Pearson correlation coefficient of these two sequences, and am interested only in whether the computed correlation is lower than the threshold $T$.



      If I understand correctly how the Pearson correlation coefficient is computed, if the correlation in a sequence starts off "badly", it has trouble recovering to a high correlation later on.



      So what I'm wondering about is whether there exists some kind of condition I could check for that allows me to determine whether the final computed correlation will end up below my threshold $T$, without having to look at all values in the two sequences?







      statistics correlation






      share|cite|improve this question















      share|cite|improve this question













      share|cite|improve this question




      share|cite|improve this question








      edited Mar 17 at 14:18







      Bartvbl

















      asked Mar 17 at 13:17









      BartvblBartvbl

      1206




      1206




















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