in statistics, Pearson's r, the Pearson product moment correlation coefficient, shows the extent of a linear relationship between two data sets on a scale from -1 to 1.
Overview
Pearson product-moment correlation coefficient is given by the following equation:
where,
pXY = Pearson’s correlation coefficient;
Cov(X,Y) = covariance of random variables X and Y;
Var(X) = variance of random variable X;
Var(Y) = variance of random variable Y;
Tag usage
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