Correlation coefficient - Wikipedia
https://en.wikipedia.org/wiki/Correlation_coefficientA correlation coefficient is a numerical measure of some type of correlation, meaning a statistical relationship between two variables. The variables may be two columns of a given data set of observations, often called a sample, or two components of a multivariate random variable with a known distribution. Several types of correlation coefficient exist, each with their own definition and own range of us…
Correlation in Random Variables
www.cis.rit.edu › class › simg713covariance matrix C and the correlation coefficient, ρ. The covari-ance matrix is C = var[X] cov[X,Y] cov[X,Y] var[Y] Usage example: N=100 X=Randomn(seed,N) Z=Randomn(seed,N) Y=2*X-1+0.2*Z p=lp(X,Y,c,rho) print,’Predictor Coefficients=’,p print,’Covariance matrix’ print,c print,’Correlation Coefficient=’,rho Lecture 11 12