[SciPy-dev] Question to Travis: what is rdist about?

Bruce Southey bsouthey@gmail....
Fri Mar 13 15:31:23 CDT 2009


Hi,
I presume it refers to the correlation distribution.
The pdf is that given at:
http://www.xycoon.com/rdis_density.htm
where scipy.stats c variable is equal to n-2 in that formula.

You can find things if you look for correlation test.

Bruce

Yaroslav Halchenko wrote:
> Travis,
>
> I wonder if you get a moment and desire to give a bit of theory/history for
> the hungry people ;)
>
> In a recent thread (a part of it is below the body of this email) dealing
> with instabilities of rdist Josef asked what is the application domain of
> rdist distribution... he heard about relation to correlation, I mentioned that
> it is related to the distribution of a coordinate of points on c-dimensional
> sphere. But I wonder -- what was the original reason for this distribution to
> appear? where have you found it, or in other words -- what literature
> source describes it?
>
> thanks to git I found that you introduced it in 
>
> commit 8ce8603696448c171c186ea2aab158cf34e25441
> Author: travo <travo@d6536bca-fef9-0310-8506-e4c0a848fbcf>
> Date:   Fri Nov 22 09:04:46 2002 +0000
>
>     Changed statistics module to use clasasses.
>     
>     
>     git-svn-id: http://svn.scipy.org/svn/scipy/trunk@648 d6536bca-fef9-0310-8506-e4c0a848fbcf
>
>
> but I can't figure out if it was really a new distribution or refactored from
> some other one.
>
> Thank you in advance!
>
> On Fri, 13 Mar 2009, Yaroslav Halchenko wrote:
>
>   
>>>>> 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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