Distance covariance is a widely used statistical methodology for testing the dependency between two groups of variables. Despite the appealing properties of consistency and superior testing power, the testing results of distance covariance are often hard to be interpreted. This paper presents an elementary interpretation of the mechanism of distance covariance through an additive decomposition of correlations formula. Based on this formula, a visualization method is developed to provide practitioners with a more intuitive explanation of the distance covariance score.

翻译：距离协方差是一种广泛用于检验两组变量间依赖性的统计方法。尽管该方法具有一致性和优越检验效力的理想特性，但其检验结果往往难以解释。本文通过相关性公式的加性分解，为距离协方差的运作机制提供了基础性解释。基于该公式，我们开发了一种可视化方法，使实践者能够更直观地理解距离协方差评分的含义。