Pearson Product-moment Correlation Coefficient - Definition

Definition

Pearson's correlation coefficient between two variables is defined as the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

Read more about this topic:  Pearson Product-moment Correlation Coefficient

Famous quotes containing the word definition:

    Was man made stupid to see his own stupidity?
    Is God by definition indifferent, beyond us all?
    Is the eternal truth man’s fighting soul
    Wherein the Beast ravens in its own avidity?
    Richard Eberhart (b. 1904)

    According to our social pyramid, all men who feel displaced racially, culturally, and/or because of economic hardships will turn on those whom they feel they can order and humiliate, usually women, children, and animals—just as they have been ordered and humiliated by those privileged few who are in power. However, this definition does not explain why there are privileged men who behave this way toward women.
    Ana Castillo (b. 1953)

    The definition of good prose is proper words in their proper places; of good verse, the most proper words in their proper places. The propriety is in either case relative. The words in prose ought to express the intended meaning, and no more; if they attract attention to themselves, it is, in general, a fault.
    Samuel Taylor Coleridge (1772–1834)