Comparisons and correlations
An important statistical question centers around correlation between variables. We often wonder if two sequences of values correlate with each other. If we have variables that correlate, perhaps we've found an interesting causal relationship. We might be able to use one variable to predict the values of another variable. We might also be able to prove that they're independent and have nothing to do with each other.
The essential statistical tool for this is the coefficient of correlation. We have several ways to compute this. One solution is to download NumPy or SciPy from the following links:
http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.pearsonr.html
http://docs.scipy.org/doc/numpy/reference/generated/numpy.corrcoef.html
The correlation algorithms, however, aren't too complex. Implementing these two calculations will build up our basic data gathering espionage skills. We'll build some more basic statistical functions. Then, we'll build the...
