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Searching for a probabilistic term

 
 
ThomB
 
Reply Sat 18 Aug, 2018 03:31 pm
For random variables X,Y, is there a name for
Cov(X,Y)/Var(Y)? (*)

ELUCIDATION:

There are names for covariance and correlation. Correlation is
Cov(X,Y)/st.dev(X).st.dev(Y).
It is symmetric in X and Y.

I search for a term for
(*)
It is not symmetric in X and Y. It is the regression slope when X is dependent and Y is independent. But I search for a standard probability theory term, not relating to regression in particular. “Sensitivity of X w.r.t Y” could be a plausible name. But I search for a common term, used by others. Hopefully, someone knows, and may even have a reference for it. I would love to hear it!


Best, Thom
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