Relationship between data

1. Look at the correlation of X and Y.
If Cov(X,Y)>0, their changing trends are the same; if Cov(X,Y)<0, their changing trends are opposite; Cov(X,Y)=0, It is said that X and Y are not related.
2. Look at var(x)=σ ² var(y) = σ1 ² , cov(x,y)<=σ ² σ1 ²
If the equal sign holds, then the two data are correlated.
We can get: Correlation coefficient

3. Skewness measures the asymmetry of the probability distribution of random variables.

First look at the center distance μ _k : the

third order is k=3 and the fourth order is k=4.

4. Kurtosis: Kurtosis is usually defined as the fourth-order central moment divided by the square of the variance and then minus 3.


5. Central limit theorem

6. Distance between samples