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Clojure for Data Science

You're reading from   Clojure for Data Science Statistics, big data, and machine learning for Clojure programmers

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Product type Paperback
Published in Sep 2015
Publisher
ISBN-13 9781784397180
Length 608 pages
Edition 1st Edition
Languages
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Author (1):
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Henry Garner Henry Garner
Author Profile Icon Henry Garner
Henry Garner
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Table of Contents (12) Chapters Close

Preface 1. Statistics FREE CHAPTER 2. Inference 3. Correlation 4. Classification 5. Big Data 6. Clustering 7. Recommender Systems 8. Network Analysis 9. Time Series 10. Visualization Index

Confidence intervals


Having established that there certainly is a correlation in the wider population, we might want to quantify the range of values we expect to lie within by calculating a confidence interval. As in the previous chapter with the mean, the confidence interval of r expresses the probability (expressed as a percentage) that the population parameter lies between two specific values.

However, a complication arises when trying to calculate the standard error of the correlation coefficient that didn't exist for the mean. Because the absolute value of r cannot exceed 1, the distribution of possible samples of r is skewed as r approaches the limit of its range.

The previous graph shows the negatively skewed distribution of r samples for a of 0.6.

Fortunately, a transformation called the Fisher z-transformation will stabilize the variance of r throughout its range. This is analogous to how our weight data became normally distributed when we took the logarithm.

The equation for the...

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