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peter-jung/corr_intuition.py

Created February 23, 2017 07:06
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check your intuition: when x is evenly distributed around 0, and x^2 are totally uncorrelated
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corr_intuition.py
'''
check your intuition: when x is evenly distributed around 0, and x^2 are totally uncorrelated
'''
import pandas as pd
import numpy as np
x = np.random.normal(0,1,1000)
y = x**2
df = pd.DataFrame({'x':x,'y':y})
print df.corr()
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