Template:The Correlation Coefficient Calculation: Difference between revisions

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(Created page with ''''The Correlation Coefficient''' The estimator of <math>\rho </math> is the sample correlation coefficient, <math>\hat{\rho }</math> , given by: ::<math>\hat{\rho }=\frac{…')
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Revision as of 21:31, 13 February 2012

The Correlation Coefficient

The estimator of [math]\displaystyle{ \rho }[/math] is the sample correlation coefficient, [math]\displaystyle{ \hat{\rho } }[/math] , given by:

[math]\displaystyle{ \hat{\rho }=\frac{\underset{i=1}{\overset{N}{\mathop{\sum }}}\,({{x}_{i}}-\overline{x})({{y}_{i}}-\overline{y})}{\sqrt{\underset{i=1}{\overset{N}{\mathop{\sum }}}\,{{({{x}_{i}}-\overline{x})}^{2}}\cdot \underset{i=1}{\overset{N}{\mathop{\sum }}}\,{{({{y}_{i}}-\overline{y})}^{2}}}} }[/math]