Category:Definitions/Pearson Correlation Coefficient
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This category contains definitions related to Pearson Correlation Coefficient.
Related results can be found in Category:Pearson Correlation Coefficient.
Let $X$ and $Y$ be random variables.
Let the variances of $X$ and $Y$ exist and be finite.
Then the Pearson correlation coefficient of $X$ and $Y$, typically denoted $\map \rho {X, Y}$, is defined by:
- $\map \rho {X, Y} = \dfrac {\cov {X, Y} } {\sqrt {\var X \, \var Y} }$
where $\cov {X, Y}$ is the covariance of $X$ and $Y$.
Pages in category "Definitions/Pearson Correlation Coefficient"
The following 5 pages are in this category, out of 5 total.