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NEW CORRELATION COEFFICIENT FOR DATA ANALYSIS

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Author(s): Dragos FALIE | Livia DAVID

Journal: Scientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development
ISSN 2284-7995

Volume: 12;
Issue: 4;
Start page: 57;
Date: 2012;

Keywords: blind separation of sources | correlation | ICA | statistical independence

ABSTRACT
The proposed correlation coefficient better characterize the statistical independence of two random variables that are a linear mixture of two independent sources. This correlation coefficient can be calculated with analytical relations or with the known algorithms of independent components analysis (ICA). The value of the correlation coefficient is zero when the random variables are a statistically independent and it is one when these are fully dependent.
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