Distance correlation is a new measure of dependence between random vectors.
Distance covariance and distance correlation are analogous to product-moment
covariance and correlation, but unlike the classical definition of correlation,
distance correlation is zero only if the random vectors are independent. The
empirical distance dependence measures are based on certain Euclidean distances
between sample elements rather than sample moments, yet have a compact
representation analogous to the classical covariance and correlation.
Asymptotic properties and applications in testing independence are discussed.
Implementation of the test and Monte Carlo results are also presented.Comment: Published in at http://dx.doi.org/10.1214/009053607000000505 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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On May 21, 2019 at 03:02:29 UTC Advanced LIGO and Advanced Virgo observed a short duration gravitational-wave signal, GW190521, with a three-detector network signal-to-noise ratio of 14.7, and an estimated false-alarm rate of 1 in 4900 yr using a search sensitive to generic transients. If GW190521 is from a quasicircular binary inspiral, then the detected signal is consistent with the merger of two black holes with masses of 85 þ21 −14 M ⊙ and 66 þ17 −18 M ⊙ (90% credible intervals). We infer that the primary black hole mass lies within the gap produced by (pulsational) pair-instability supernova processes, with only a 0.32% probability of being below 65 M ⊙. We calculate the mass of the remnant to be 142 þ28 −16 M ⊙ , which can be considered an intermediate mass black hole (IMBH). The luminosity distance of the source is 5.3 þ2.4 −2.6 Gpc, corresponding to a redshift of 0.82 þ0.28 −0.34. The inferred rate of mergers similar to GW190521 is 0.13 þ0.30 −0.11 Gpc −3 yr −1 .
We discuss briefly the very interesting concept of Brownian distance covariance developed by Székely and Rizzo (2009) and describe two possible extensions. The first extension is for high dimensional data that can be coerced into a Hilbert space, including certain high throughput screening and functional data settings. The second extension involves very simple modifications that may yield increased power in some settings. We commend Székely and Rizzo for their very interesting work and recognize that this general idea has potential to have a large impact on the way in which statisticians evaluate dependency in data.
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