Sunday, November 23, 2014

Pearson product-moment correlation coefficient - Wikipedia, the free encyclopedia


Pearson product-moment correlation coefficient - Wikipedia, the free encyclopedia

In statistics , the Pearson product-moment correlation coefficient ( / ˈ p ɪər s ɨ n / ) (sometimes referred to as the PPMCC or PCC or Pearson's r) is a measure of the linear correlation (dependence) between two variables X and Y, giving a value between +1 and −1 inclusive, where 1 is total positive correlation, 0 is no correlation, and −1 is total negative correlation. It is widely used in the sciences as a measure of the degree of linear dependence between two variables. It was developed by Karl Pearson from a related idea introduced by Francis Galton in the 1880s. [1] [2] [3] Examples of scatter diagrams with different values of correlation coefficient (ρ) Several sets of (x, y) points, with the correlation coefficient of x and y for each set. Note that the correlation reflects the non-linearity and direction of a linear relationship (top row), but not the slope of that relationship (middle), nor many aspects of nonlinear relationships (bottom). N.B.:

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