Towards a Localized Version of Pearson's Correlation Coefficient

Authors

Vladik Kreinovich, The University of Texas at El PasoFollow
Hung T. Nguyen, New Mexico State University - Main CampusFollow
Berlin Wu, National Chengchi UniversityFollow

Publication Date

7-2013

Comments

Technical Report: UTEP-CS-13-46

Published in Journal of Intelligent Technologies and Applied Statistics, 2013, Vol. 6, No. 3, pp. 215-224.

Abstract

Pearson's correlation coefficient is used to describe dependence between random variables X and Y. In some practical situations, however, we have strong correlation for some values X and/or Y and no correlation for other values of X and Y. To describe such a local dependence, we come up with a natural localized version of Pearson's correlation coefficient. We also study the properties of the newly defined localized coefficient.