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

Yaroslav Halchenko lists@onerussian....
Fri Mar 13 15:19:44 CDT 2009


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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