Regression and Correlation of Data
Correlation:
Correlation is a measure of the association between random
variables, say X and Y. No assumption that one of these
variables is known without error.
Assume that X and Y are related linearly, so the usual
correlation coefficient gives a measure of the linear association
between X and Y, determined by
yy
xx
xy
xy
S
S
S
r
=
This coefficient is often denoted simply by r.

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