Confuse-a-Cat [General Statistics]
❝ I am sorry that I am once again not able to tell what I am looking for .
No, I’m sorry that I’m not able to comprehend your message. As you know, walnut-sized brain.
❝ I am not talking about simulations and not about transformations either.
OK.
❝ Two functions, generally, and the key word is really generally, when are they (or their results) to be considered independent?
I think:
- The results of f(x) and g(x) should have a very (very!) low correlation.
- Both should convey different information about the properties of x.
- What else?
❝ We can think of f=mean(x) and g=median(x). I guess we can easily do a mental picture of plotting means versus medians, often seeing the strong relationship. Visually appealing.
Go back to my script and
med.spl <- aggregate(xs[, 2], list(sample = xs$sample), median)
plot(mean.spl$x, med.spl$x)
cor(mean.spl$x, med.spl$x)
❝ Independence?
No. Both are measures of the location of the data. IMHO, that would not be suitable to construct a test as stated at the end of this post.
❝ OK then let us say f=range(x) and g=sine function of the range (x).
❝ Or an F statistics with a variance in both f=numerator and g=denominator in an unbalanced anova.
Oh dear!
❝ Or Cmax and AUCt (which I guess are correlated and dependent(?), …
Correlated, yes. Highly sometimes. In some cases not so much (recall that one). Why? Duno. Though correlation ≠ causation.
Actually there are hidden (confounding) variables – the entire PK stuff – which drives the apparent correlation. So are they dependent even with a high correlation? I would say no. Both depend on the underlying PK.
❝ … but the example is not great in my perspective since the two functions are not applied to a random sample but to a time series).
Yep.
❝ There is no end to the possible examples.
Already the ones you mentioned gave me headaches.
❝ Without debating to much about the specific cases, how do we generally approach it to define two (outcomes of) functions as being independent?
See above. Maybe I’m completely wrong.
❝ Which mathematical/algebraic/statistical/whatever properties of functions render them mutually independent? When I understand it, I think or hope I will understand the nature of independence.
❝ For inspiration: Are estimates of any two statistical moments independent? If yes, why? Is it only the first and second? Why? Is it generally so? Why? Etc. I am looking for the general clarity.
Sorry, again.
Dif-tor heh smusma 🖖🏼 Довге життя Україна!
Helmut Schütz
The quality of responses received is directly proportional to the quality of the question asked. 🚮
Science Quotes
Complete thread:
- Statistical independence, what is it? I mean really, what is it?? ElMaestro 2020-06-27 21:35 [General Statistics]
- Die don’t remember the last roll. Really. Helmut 2020-06-28 13:35
- Die don’t remember the last roll. Really. ElMaestro 2020-06-28 14:45
- Die don’t remember the last roll. Really. Helmut 2020-06-28 15:36
- Still none the wiser ElMaestro 2020-06-28 18:20
- You’ve lost me now. Helmut 2020-06-28 21:55
- Worded differently ElMaestro 2020-06-29 08:30
- Still not sure what you are aiming at… Helmut 2020-06-29 16:46
- Still not sure what you are aiming at… ElMaestro 2020-06-30 00:55
- Confuse-a-Cat Helmut 2020-06-30 11:33
- Confuse-a-Cat ElMaestro 2020-06-30 13:07
- Confuse-a-CatHelmut 2020-06-30 14:27
- pseudorandom and linear independence mittyri 2020-07-01 00:04
- Confuse-a-Cat ElMaestro 2020-06-30 13:07
- Confuse-a-Cat Helmut 2020-06-30 11:33
- Still not sure what you are aiming at… ElMaestro 2020-06-30 00:55
- Still not sure what you are aiming at… Helmut 2020-06-29 16:46
- Worded differently ElMaestro 2020-06-29 08:30
- You’ve lost me now. Helmut 2020-06-28 21:55
- Still none the wiser ElMaestro 2020-06-28 18:20
- Die don’t remember the last roll. Really. Helmut 2020-06-28 15:36
- Die don’t remember the last roll. Really. ElMaestro 2020-06-28 14:45
- Statistical independence, what is it? I mean really, what is it?? martin 2020-07-01 08:40
- Statistical independence, what is it? I mean really, what is it?? ElMaestro 2020-07-01 09:42
- Statistical independence, what is it? I mean really, what is it?? martin 2020-07-01 10:07
- Statistical independence, what is it? I mean really, what is it?? ElMaestro 2020-07-01 09:42
- Die don’t remember the last roll. Really. Helmut 2020-06-28 13:35