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The Pearson Correlation Coefficient

The Pearson correlation coefficient measures the strength and direction of a linear relationship between the X and Y variables. Like other numerical measures, the population correlation coefficient is tex2html_wrap_inline2879 (the Greek letter ``rho'') and the sample correlation coefficient is denoted by r. The formula for the sample correlation coefficient is

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Usually we will refer to Pearson's correlation simply by saying ``the correlation between X and Y is tex2html_wrap_inline2711 ''



Jan Lethen
Wed Nov 13 16:20:46 CST 1996