Statistics Multivariate analysis Concept
Correlation coefficient
Summary
The correlation coefficient of two random variables is their covariance divided by the product of their standard deviations. It is a number in that measures the strength of a linear relation. The node correlation coefficient gives the precise definition.
Where this leads
5 pages build on this one.
Further reading
About this page
| Tag | 0DNN9B6Q2F |
|---|---|
| URI | m2://0DNN9B6Q2F |
| Aliases | pearson-correlation-coefficient, correlation, pearson-r |
| Kind | concept |
| Writing | W1 stated |
| MSC | 62H20 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
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What links here
Definitions
Used by
- Canonical correlation
- Autocorrelation function
- Partial correlation
- Partial autocorrelation function
- Control variates