My Favorite Statistical Measure: Hoeffding’s D Suppose you have two sequences of numbers that you want to compare so you can measure to what extent they are related or dependent on each other. It’s really a quite general setting: the two sequences could represent time series, so that you have a table with three columns and a bunch of rows. The first column would be a timestamp (say, at hourly intervals), and then one column for each sequence; the first could, for example, be the average price of...