In statistics and in probability theory, distance correlation is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent.
In statistics and in probability theory, distance correlation is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension. The population distance correlation coefficient is zero if and only if the random vectors are independent.
Source: Wikipedia "Distance correlation" · CC BY-SA 4.0
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