[SciPy-dev] Sad sad sad... Was: Warning about remaining issues in stats.distributions ?

Yaroslav Halchenko lists@onerussian....
Fri Mar 13 14:16:53 CDT 2009


> >> Google search for r distribution is pretty useless, and I have not yet
> >> found a reference or an explanation of the rdist and its uses.
> > there was just a single page which I ran to which described rdist and
> > plotted sample pdfs. but can't find it now
> I read somewhere, I don't remember where that rdist is the distribution
> of the correlation coefficient, but without more information that's pretty
> useless
doh!  sure it is related... hence the name rdist, since pearsons corr
coeff is abbreviated as 'r' ;) hence rdist ;)

http://en.wikipedia.org/wiki/Correlation_coefficient
says that
The distribution of the correlation coefficient has been examined by R.
A. Fisher[2][3] and A. K. Gayen.[4]

but those are 100 and 50 years old books... not sure if we have them
online to check if they were the one who brought analytic function for
it...

and it seems that it is related to the 'multidimensional' correlation
mentioned in the wikipedia
but it is now clear how sample size "fits into equation"... c seems to
relate to the dimensions of the data...

is it possible to trace back who introduced this lovely piece into
scipy? ;) may be we could ask the author? ;)

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