Zero sample correlation does not necessarily mean there is no linear relationship - page 23

 
hrenfx:

You yourself offered to show it. I asked you to do so twice.

Now you refuse to show me, referring me to some thread and comparing me to primates.

.You can even do it three, four times - the answer is the same, there are a couple of pictures on page 8 of that very thread.

hrenfx:

Please have a constructive conversation. If I am wrong, show it not by words and sending to the books.

.And my point is that you don't really need any construction. You are obsessively popularising a set of some kind of meaningless formulae - what is there to talk about here.

hrenfx:

Provided 288 bars EURUSD and 288 bars GBPUSD. Once again I ask you to show me how to correctly calculate the correlation.

.No, no, no, how to "correctly", from my point of view, count the correlation between financial instruments - I won't show you, I don't want to, it's a secret. But how to "correctly" calculate by a common formula in Excel - there was already an example.

 
HideYourRichess:

The MO and variance are statistics, concepts from statistical analysis, statistical quantities, etc.

Your example is a wonderful visual aid, demonstrating the depth of the decline of the Russian education system.


With all due respect, but mo and variance are not statistics. Statistics is the estimation of Mo as an arithmetic mean. And there is no variance either - it is an abstraction. There is an estimate of variance. How and when estimates converge to their theoretical values is another abstraction :)

 
hrenfx:

I can't prove that I didn't get an education after school, but worked, with a break of two years of service in the Russian army, more than a year of which in Chechnya as part of a Special Forces unit... So I'm also a bully-soldier.

YYYY! I'm sorry, but it's been a long time since a trader's forum has had one of these.... uh... fantasists like you.

 
HideYourRichess:

.You can even do it three, four times - the answer is unchanged, there are a couple of drawings on page 8 of that very thread.

If you mean page 8 of this thread, there are only your graphs.

Even though I don't know much about Excel, please provide the calculation file itself with the data.

OHHHH! I apologize of course, but it's been a long time since we've had one of these on the traders' forums.... uh... fantasists like you.

If I knew how to prove it. Would do it in private for you.

 
Avals:


all due respect, but mo and variance are not statistics. A statistic is an estimate of mo as an arithmetic mean. And there is no variance either - it is an abstraction. There is an estimate of variance. How and when estimates converge to their theoretical values is another abstraction :)

Guys, why do you need all this - I do not understand.

OK, leading question - which mathematical science contains the concept of MO?

 
HideYourRichess:

Guys, why do you need all this - I don't understand.

OK, leading question - which mathematical science contains the concept of MO?


Probability theory is an abstract science. Statistics is practical :) It does not contain the concepts of mo and variance. Only their estimates
 
hrenfx:

If you mean page 8 of this thread, it's just your graphs.

Even though I don't know much about Excel, please provide the calculation file itself with the data.

No, no, no, if you want to understand it, open the Help in Excel - the formula is given there. I can't recommend textbooks or clever books - I'm not sure it's necessary.

hrenfx:

If I knew how to prove it. I would do it in private for you.

Forget it. It's not really interesting anymore. If you can juggle numbers, fine, go on juggling.

 
Avals:

Probability theory is an abstract science. Statistics is practical :) It does not contain the concepts of mo and variance. Only their estimates.
Not exactly, but I can see your point. :) In principle, if you don't go into some details, it does. But in our case it's not essential. In our case, we don't divide terver. and matstat. into separate disciplines, we do it like in a culinary technical school.
 

if only there was something to quarrel about. Abstract questions, practically useless for the small speculator. Let the owners of large long-term portfolios or quick access to trading venues worry about correlations :)

 
hrenfx:

I think the moderators would agree with me, though they would issue a warning.


There can only be a warning to both.

And I would advise you to edit your last post

Reason: