Robert J. MacG. Dawson wrote:
> KR wrote:
>>
>> Hi,
>>
>> If I have two different surveys from which I calculate values of P1
>> and P2, would Cov[P1, P2]=0?  The two surveys were performed in
>> different years and have different sample sizes.
>
> You cannot have a covariance without a pairing between the  elements
> of the two sets of observations; covariance is a measure of whether
> bigger-than-average measurements in one set tend to be paired with
> bigger-than-average measurements in the other.
>
> You cannot have a pairing with different sample sizes.

While the context is totally unclear, the immediately above is not
right (incomplete pairing is enough to lead to correlation)... if the
second sample were an expanded version of the second, with the people
(items?) in the first carried over to the second, then there would be
enough pairing to lead to correlation. Of course, if both samples were
random samples, selected independently, then there would be no
correlation even if some people (items?) appear in both samples
provided that one is working with the probability space generated by
the sampling mechanisms.

David Jones

>
>
> Explain what question you're trying to answer; maybe somebody can
tell
> you what statistics you should be using.
>
> Robert Dawson
> .
> .
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