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Correlation Coefficient

Also known as Pearson's corrleation or product moment coeffient of correlation, denoted by

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$\displaystyle r^{2}$	$\displaystyle =$	$\displaystyle \frac{\left( n\Sigma xy - \Sigma x\Sigma y \right)^{2}}{[n\Sigma x^{2} - (\Sigma x)^{2}] [n\Sigma y^{2} - (\Sigma y)^{2}]}$
	$\displaystyle =$	$\displaystyle \frac{ss^{2}_{XY}}{ss_{XX}ss_{YY}}$

2003-08-29