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 subscript X comma Y end subscript equals fraction numerator c o v left parenthesis X comma Y right parenthesis over denominator sigma subscript x sigma subscript Y end fraction

where c o v stands for covariance, sigma is the standard deviation.

correlation(Statistics_data, Statistics_data)

Given two data samples X and Y, computes the correlation coefficient rho subscript X comma Y end subscript.