In article <GWvC6.552$[EMAIL PROTECTED]>,
Peter J. Wahle <[EMAIL PROTECTED]> wrote:
>Can the linear correlation coefficient equation (Pearson's) be used for
>calculating the correlation coefficient of complex variables by substituting
>complex math? If so, the resultant will be a complex variable--what will be
>the meanings of the components?
It does have meaning, if one is careful to use conjugates
in the right places. It is the l_2 inner product, divided
by the product of the norms.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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