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Comment by petters

Comment by petters a day ago

2 replies

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If two things e.g. both change over time, they will be correlated. I think it can be good to keep this article in mind

eru a day ago

> If two things e.g. both change over time, they will be correlated.

No?

You can have two independent random walks. Eg flip a coin, gain a dollar or lose a dollar. Do that to times in parallel. Your two account balances will change over time, but they won't be correlated.

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  • gwern 12 hours ago

    https://gwern.net/doc/statistics/causality/1926-yule.pdf

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