A Geometric Analysis of Correlation скачать в хорошем качестве

A Geometric Analysis of Correlation

We show that random variables can be viewed as vectors in a vector space, equipped with an inner product equal to the covariance. This geometric perspective provides intuitive insight into correlation and allows us to rederive key properties of the correlation coefficient. Building on this intuition, we demonstrate that simple linear regression corresponds to an orthogonal projection with respect to the covariance inner product. Probability and statistics book: https://a.co/d/7k259eb Website with free preprint, videos, slides and solutions to exercises: https://www.ps4ds.net Slides for this video: https://github.com/cfgranda/ps4ds/blo...