MathLivePearson correlation coefficient
Measures the strength and direction of a linear relationship between two random variables by dividing their covariance by the product of their standard deviations. The result ranges from -1 to 1, with values near 0 indicating little linear association.
\rho_{X,Y}=\frac{\operatorname{cov}(X,Y)}{\sigma_X \sigma_Y}What the symbols mean
| Pearson correlation coefficient between X and Y (dimensionless) | |
| covariance of X and Y | |
| standard deviation of X | |
| standard deviation of Y |
About this formula
- FieldStatistics
- TopicCorrelation and regression
- LevelUniversity
- Also calledcorrelation coefficient, Pearson product-moment correlation coefficient, Pearson's coefficient of correlation, Pearson r, correlation formula, covariance divided by standard deviations
- SourceWikidata Q1136628
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