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\rho_P(x,y) = \frac{{\rm cov}(x,y)}{\sigma(x) \sigma(y)} = \frac{ \sum\limits^n_{i=1} (x_i - \bar x)( y_i - \bar y)}{\sqrt{\sum\limits_i (x_i - \bar x)^2} \cdot \sqrt{\sum\limits_i (y_i - \bar y)^2}} |
where
where
| sample mean of variable
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| sample mean of variable
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| Fig. 1. Highly correlated variables | Fig. 2. Poorly correlated variables | Fig. 3. Highly anti-correlated variables |
See also
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Natural Science / System / Model / Model Validation
Formal science / Mathematics / Statistics / Statistical correlation / Correlation coefficient
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