Degree of correlation between overlapping datasets
Submitted by ogrebeny on Sat, 2009-08-01 01:32
1. Between measurements in the whole dataset and in its subset:
the correlation coefficient squared is equal to the fractional size of the subset.
2. Between measurements in the two overlapping datasets:
the correlation coefficient squared is equal to the product of fractional sizes of the common subset in the two overlapping datasets.
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