In this video, we will briefly review the Pearson correlation coefficient. Of course, that's the most popular measure of correlation, but mostly just so we have a baseline to compare to the two measures of rank correlations. Specifically, we will look at the Spearman's rank correlation and...
I had certain queries related to the following
1.Pearson's correlation with expected values
Consider sample data set
Probability Returns ( X) Returns (Y)
O.1 15 % 8%
0.2 - 10 % -5 %
0.3 10 % 7%
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