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:
  
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<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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<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>
  
  

Latest revision as of 20:01, 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