Difference between revisions of "Pearson's correlation coefficient"
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(Created page with "Pearson's correlation coefficient is calculated as follows: <math>\huge r = \frac{\sum xy - \sum x \sum y}{\sqrt{(n \sum x^2 - (\sum x)^2) (n \sum y^2 - (\sum y)^2)}}</math>...") |
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Pearson's correlation coefficient is calculated as follows: | Pearson's correlation coefficient is calculated as follows: | ||
| − | <math> | + | <math>r = \frac{\sum xy - \sum x \sum y}{\sqrt{(n \sum x^2 - (\sum x)^2) (n \sum y^2 - (\sum y)^2)}}</math> |
Revision as of 09:42, 27 August 2020
Pearson's correlation coefficient is calculated as follows:
Part of M7-Quantitative Decision Methods-S7 - Correlation and Time series
See also: http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient