Statistics & Probability
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Pearson Correlation

Measures linear correlation between two variables.

Formula

r=∑(xi−xˉ)(yi−yˉ)∑(xi−xˉ)2∑(yi−yˉ)2r = \frac{\sum (x_i-\bar{x})(y_i-\bar{y})}{\sqrt{\sum(x_i-\bar{x})^2\sum(y_i-\bar{y})^2}}

Variables

x_i, y_iPaired data
\bar{x},\bar{y}Means

Example

r = +1 is a perfect straight-line rise, r = 0 means no linear relationship.

Did You Know?

Correlation does not imply causation — ice-cream sales and drownings rise together, but neither causes the other.

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