Correlation

Computes the Pearson's correlation coefficient for a set of bivariate data taken from a sample, $X$ and $Y$. This parameter indicates de degree of linear relationship between one sample and another.

${\rho }_{X,Y}=\frac{cov(X,Y)}{{\sigma }_x{\sigma }_Y}$

where $cov$ stands for covariance, $\sigma$ is the standard deviation.

correlation(Statistics_data, Statistics_data)

Description

Given two data samples $X$ and $Y$, computes the correlation coefficient ${\rho }_{X,Y}$.