论文标题
多路相关系数
A Multi-Way Correlation Coefficient
论文作者
论文摘要
皮尔逊的相关性是对两个变量之间依赖性量的重要摘要度量。自然要概括相关的概念是一个单个数字，该数字可以测量三个或更多变量的相关性，例如“相关”是如何专门视为“结果”的变量集合的？在这篇简短的文章中，我们介绍了这样的措施，并表明它在两个维度的情况下还原为皮尔逊的$ r $模量。
Pearson's correlation is an important summary measure of the amount of dependence between two variables. It is natural to want to generalise the concept of correlation as a single number that measures the inter-relatedness of three or more variables e.g. how `correlated' are a collection of variables in which non are specifically to be treated as an `outcome'? In this short article, we introduce such a measure, and show that it reduces to the modulus of Pearson's $r$ in the two dimensional case.
