## xicor for Confusion Matrices

We have found that for 2 by 2 confusion matrices (a common summary relating the relation between categorical variables) the expected value of the xicor coefficient of correlation specializes into the re-normalized square of the determinant! One can summarize how a 0/1 variable x relates to a 0/1 variable y […]

## Exploring the XI Correlation Coefficient

Nina Zumel Recently, we’ve been reading about a new correlation coefficient, $$\xi$$ (“xi”), which was introduced by Professor Sourav Chatterjee in his paper, “A New Coefficient of Correlation”. The $$\xi$$ coefficient has the following properties: If $$y$$ is a function of $$x$$, then $$\xi$$ goes to 1 asymptotically as $$n$$ […]

## How to Read Sourav Chatterjee’s Basic XICOR Definition

Introduction Professor Sourav Chatterjee recently published a new coefficient of correlation called XICOR (refs: JASA, R package, Arxiv, Hacker News, and a Python package (different author)). The basic formula (in the tie-free case) is: Take X and Y as n-vectors of observations of random variable. Compute the ranks r(i) of […]