Difference between revisions of "Pearson's correlation coefficient"

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Pearson's correlation coefficient
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Pearson's correlation coefficient is calculated as follows:
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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>
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Part of [[M7-Quantitative Decision Methods-S7 - Correlation and Time series|M7-Quantitative Decision Methods-S7 - Correlation and Time series]]
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See also: http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient
 
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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