Pearson Correlation Coefficient: How Did He Derive It?

  • Thread starter Thread starter bomba923
  • Start date Start date
  • Tags Tags
    Correlation
bomba923
Messages
759
Reaction score
0
Now how exactly did Pearson derive his correlation coefficient?
 
Physics news on Phys.org
Is it simply a definition which reflects the linear relationship between two variables?
 
gimmytang said:
Is it simply a definition which reflects the linear relationship between two variables?

That's what it's supposed to do; I'm just wondering how did Pearson derived or came up with the formula for it, which I have in the attached GIF image file, (correlation.gif)

Where x=discrete independent variable, y=discrete dependent variable,
and Sx=standard deviation of x-set, and Sy=standard deviation of y-set
 

Attachments

  • correlation.gif
    correlation.gif
    793 bytes · Views: 512
Last edited:

Thread 'Here's a Statistics problem for game of Polo (or Hockey if you like)'

Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
View full post »

Thread 'Roulette wheel physics and probability'

Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
View full post »

Similar threads

A The expectation of the sampling distribution of Pearson's correlation
Replies
2
Views
1K
A The standardized and unstandardized canonical correlation coefficients
Replies
2
Views
2K
I Coefficient sign flip in linear regression with correlated predictors
Replies
13
Views
4K
Pairwise correlation of signals
Replies
2
Views
2K
A Calculation of probabilities assuming correlation between events
Replies
9
Views
1K
A Correlation coefficient among trends
Replies
3
Views
1K
I Significant correlation, not significant coefficient
Replies
4
Views
2K
Using correlation coefficients as x in a regression?
Replies
2
Views
2K
I Correlation Coefficient Clarification
Replies
1
Views
1K
I Is there a better way to calculate time-shifted correlation matrices?
Replies
2
Views
2K

Hot Threads

Recent Insights

Back
Top