Re: The Correlation Coefficient

From: mathman <mathnucl@xxxxxxxxxxxxx>
Date: Tue, 07 Feb 2006 17:47:31 EST

I am not usre why you are computing these conditional quantities. The usual definition of correlation coefficient is the covariance normalized by the product of the standard deviations.

covariance=E(xy)-E(x)E(y)

st. dev.=sqrt of variance
.

References:
- The Correlation Coefficient
  - From: Linear1983

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