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Correlation coefficient
(
ρ
X
,
Y
)
...
Probability and statistics
Probability theory
Expected value
Variance
Covariance
Covariance matrix
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Words: 8
For random variables with finite positive variances,
ρ
X
,
Y
=
Var
(
X
)
Var
(
Y
)
Cov
(
X
,
Y
)
.
(91)
Ancestors
(9)
Covariance matrix
Covariance
Variance
Expected value
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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