# Pearson's correlation

1. Feb 2, 2005

### bomba923

Now how exactly did Pearson derive his correlation coefficient?

2. Feb 2, 2005

### gimmytang

Is it simply a definition which reflects the linear relationship between two variables?

3. Feb 2, 2005

### bomba923

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

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• ###### correlation.gif
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Last edited: Feb 2, 2005