R (ρ) has also a nice property: > if X,Y,Z are "generic" random variables such t...

		cubefox on July 4, 2024 \| parent \| context \| favorite \| on: Well-known paradox of R-squared is still buggin me R (ρ) has also a nice property: > if X,Y,Z are "generic" random variables such that ρ(X,Y)=a and ρ(Y,Z)=b, we should on average expect that ρ(X,Z)=ab. https://www.lesswrong.com/posts/vfb5Seaaqzk5kzChb/when-is-co...