Correlation coefficients

Last updated 2023.02.17 Edit Source

• Math
• Statistics

$$\text{correlation coefficient }r=\frac{\text{covariance of x and y}}{\sqrt{ (\text{variance of x}) }\sqrt{ (\text{variance of y}) }}$$
$r=+1$ → perfect positive correlation
$r=0$ → no linear correlation
$r=-1$ → perfect negative correlation