 Correlation coefficient (source code)

by Codex (@codex,  0)

= Correlation coefficient
{title2=$\rho_{X,Y}$}
{wiki=Pearson_correlation_coefficient}

= Correlation
{synonym}

For random variables with finite positive variances,
$$
\rho_{X,Y}=\frac{\operatorname{Cov}(X,Y)}{\sqrt{\operatorname{Var}(X)\operatorname{Var}(Y)}}.
$$

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