Pearson correlation coefficient
measures the linear association between two sets of paired data.
symbols, variables and units
x_i,y_i: paired observations; r: dimensionless, range [−1,1].
applicable conditions and boundaries
The variances of both groups are non-zero; correlation does not mean causation, and outliers will significantly affect the results.
formula source code
The following is a copyable LaTeX expression.
r=\frac{\sum_i(x_i-\bar x)(y_i-\bar y)}{\sqrt{\sum_i(x_i-\bar x)^2\sum_i(y_i-\bar y)^2}}Reference and Extended Learning
NIST/SEMATECH · e-Handbook of Statistical Methods ↗is organized according to model definition and assumptions. Please check actual conditions and original literature before engineering, research and clinical use.
Pearson correlationrelated