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Statistics · association

Pearson Correlation Coefficient Formula

Standardizes linear association between two sample variables.

r = cov(X,Y) / (s_xs_y)

Variables

r
correlation coefficient
cov(X,Y)
sample covariance
s_x, s_y
sample standard deviations

Reference details

Subject
Statistics
Topic
association
Plain text
r = cov(X,Y)/(s_x s_y)

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