Published on Oct 22, 2016
(Sorry about the lighting.)
This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations.
Some later sections are somewhat technical as rederived an old equation with more precise functions and showed the distribution of the maximum of d variables with n points per variable.
This paves the way to the real scientific work on random matric theory under fat tails and failure of Marchenko-Pastur.
www.fooledbyrandomness.com/CorrelationDistribution.nb.pdf
