测量线性关系 | measure linear dependence

首先，回顾下测量线性关系的工具。

First, let's recall the tool for the measurement of linear dependence.

皮尔森系数r可以用来测量两个变量之间的线性关系。因为它取决于数据的分布用于两个变量都符合正态分布的情况，所以也被称为有参数的相关性测试。一般可视化时图中拟合出的的线也被称为线性回归曲线。

Pearson correlation (r), which measures a linear dependence between two variables (x and y). It's also known as a parametric correlation test because it depends to the distribution of the data. It can be used only when x and y are from normal distribution. The plot of y = f(x) is named the linear regression curve.

如果数据的分布不符合正态分布（例如有一个outlier），可以使用Spearman correlation。

If the distribution of the data does not conform to the normal distribution, Spearman correlation can be used in this case.

 

 

 

归纳参考图

Reference Graph

来源：CSDN

作者：Sergio Li

链接：https://blog.csdn.net/weixin_40954495/article/details/103790971