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.

ρX,Y=cov(X,Y)σxσY

where cov stands for covariance, σ is the standard deviation.

Syntax

correlation(Statistics_data, Statistics_data)

Description

Given two data samples XLaTeXX and YLaTeXY, computes the correlation coefficient ρX,Y.

statistics.correlation1.calc.png