Statistics - Little r - (Pearson product-moment Correlation coefficient)

1 - About

The Pearson product-moment correlation coefficient is a correlation coefficient formulas that can be applied when both variables are continuous.

3 - Syntax

<MATH> \begin{array}{rrc} \text{little r} & = & \frac{\text{degree to which X and Y vary together}}{\text{degree to which X and Y vary independently}} \\ & = & \frac{\href{Covariance}{Covariance} \text{ of X and Y}}{\href{Variance}{Variance}\text{ of X and Y}} \end{array} </MATH>

The correlation is the standardized Covariance as standard deviation is the standardized variance. (Standardized to get the value in the range).

4 - Formula

The raw score formula and the Z score formula gives the same result.

4.1 - Raw score

<MATH> r = \frac{\displaystyle \sum_{i=1}^{N}{\href{cross_product}{\text{Cross Product of X & Y}}}}{\displaystyle \sqrt{ \sum_{i=1}^{N}{(\href{deviation_score}{\text{Deviation score of X}})^2} . \sum_{i=1}^{N}{(\href{deviation_score}{\text{Deviation score of Y}})^2} } } </MATH>

where:

4.2 - Z-score

<MATH> r = \frac{\displaystyle \sum_{i=0}^{N}{ (\href{z_score}{\text{Z Score of X }})( \href{z_score}{\text{Z Score of Y}}) } } {N} </MATH>

where:

data_mining/little_r.txt · Last modified: 2017/08/31 17:37 by gerardnico