RichardKennaway comments on Causality does not imply correlation - Less Wrong

13 Post author: RichardKennaway 08 July 2009 12:52AM

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Comment author: RichardKennaway 08 July 2009 12:26:02PM *  0 points [-]

Not quite, it's that as a and b go to infinity,

(\int_{a,b}f(x)f'(x)dx)/(b-a))

goes to zero. \int_{a,b}f(x)f'(x)dx = [ f(x)^2/2 ]^b_a, which is bounded, while b-a is unbounded, QED.

LaTeX to Wiki might work, but LaTeX to LW comment doesn't.

Comment author: Vladimir_Nesov 08 July 2009 12:37:08PM *  1 point [-]

Source code:

![](http://www.codecogs.com/png.latex?\frac{\int_{a,b}f(x\)f'(x\)dx}{b-a})

Formatting tutorial on the Wiki

Comment author: RichardKennaway 08 July 2009 01:13:27PM *  0 points [-]

I tried, but it didn't work for me. I could make a codecogs URL to exhibit the image in my browser, but it got munged when I tried the ![](...) embedding.

Comment author: Vladimir_Nesov 08 July 2009 01:16:26PM 0 points [-]

The problem must be in escape character (see the last section of the wiki article). Try copy-pasting the code I gave above in your comment, and notice the placement of backslashes.

Comment author: prase 08 July 2009 01:43:31PM *  0 points [-]

The standard form for correlation coefficient is

cov(x,y)=N(<xy>-<x><y>)

where N is normalisation; it seems that you suppose that <f>=0 and <f'> finite, then. <f>=0 follows from boundedness, but for the derivative it's not clear. If <f'> on (a,b) grows more rapidly than (b-a), anything can happen.

Comment author: RichardKennaway 08 July 2009 01:58:33PM 0 points [-]

If <f'> on (a,b) grows more rapidly than (b-a)

This cannot happen. f is assumed bounded. Therefore the average of f' over the interval [a,b] tends to zero as the bounds go to infinity.

The precise, complete mathematical statement and proof of the theorem does involve some subtlety of argument (consider what happens if f = sin(exp(x))) but the theorem is correct.