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(1) \rho_p(x,y) = \frac{{\rm cov}(x,y)}{\sigma(x) \sigma(y)}

where

\{ (x, y) \} = \{ (x_1, y_1), \, (x_2, y_2), \, ... (x_n, y_n) \}

discrete array of variables x and y

{\rm cov}(x,y)

covariance between variables x and y

\sigma(x), \sigma(y)

standard deviation of property x and y


Pearson correlation coefficient ranges between -1 and 1 and indicates how close the two properties can be related by a linear correlation:

y_i = a \, x_i + b, \quad \forall \, i=1..n

with a certain pick on a and b (see Fig. 1Fig. 3 for examples)


  • Maximum value relates to perfect linear correlation and  a>0

  • Zero value relates to random correlation between  x and  y 

  • Minimum value relates to perfect linear correlation and  a<0


Fig. 1. Highly correlated variablesFig. 2. Poorly correlated variablesFig. 3. Highly anti-correlated variables




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