Could someone provide me with some references on the following topics:
Correlation and monotone sequences. (x_i, y_i) is a monotone sequence iff
y_{i} > y_{j} when x_{i} > x_{j}. An equally spaced monotone sequence is a
monotone sequence where x_{i+1}-x_{i} is constant. Assume i=1, ... ,n. We
have
corr(X,Y) > SQRT(3/(n+1)) > 0.
If x_i = i and y_i = log(x_i) then as n -> infinity we have corr(X,Y) =
SQRT(3/4).
Vincent Granville, Ph.D.
Strategy Architect & Founder
Data Shaping Solutions, LLC
http://www.datashaping.com
Phone: 925-759-7308
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