Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

The maximum correlation coefficient between partial sums of independent and identically distributed random variables with finite second moment equals the classical (Pearson) correlation coefficient ...

What is Pearson correlation test, Pearson product moment correlation or Pearson r? Pearson’s correlation helps us understand the relationship between two quantitative variables when the relationship ...

An expression for the joint distribution of serial correlation coefficients, circularly defined, has been derived. It has been shown that this distribution possesses properties similar to those ...

When investing, your capital is at risk. The value of your investments can go down as well as up and you may get back less than you put in. The content of this article is provided for information ...