enow.com Web Search

Search results

  1. Results from the WOW.Com Content Network
  2. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    The correlation coefficient is +1 in the case of a perfect direct (increasing) linear relationship (correlation), −1 in the case of a perfect inverse (decreasing) linear relationship (anti-correlation), [5] and some value in the open interval (,) in all other cases, indicating the degree of linear dependence between the variables. As it ...

  3. Coefficient of multiple correlation - Wikipedia

    en.wikipedia.org/wiki/Coefficient_of_multiple...

    In statistics, the coefficient of multiple correlation is a measure of how well a given variable can be predicted using a linear function of a set of other variables. It is the correlation between the variable's values and the best predictions that can be computed linearly from the predictive variables. [1]

  4. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    A correlation coefficient is a numerical measure of some type of linear correlation, meaning a statistical relationship between two variables. [ a ] 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 .

  5. Covariance and correlation - Wikipedia

    en.wikipedia.org/wiki/Covariance_and_correlation

    With any number of random variables in excess of 1, the variables can be stacked into a random vector whose i th element is the i th random variable. Then the variances and covariances can be placed in a covariance matrix, in which the (i, j) element is the covariance between the i th random variable and the j th one.

  6. Spearman's rank correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Spearman's_rank_correlation...

    Intuitively, the Spearman correlation between two variables will be high when observations have a similar (or identical for a correlation of 1) rank (i.e. relative position label of the observations within the variable: 1st, 2nd, 3rd, etc.) between the two variables, and low when observations have a dissimilar (or fully opposed for a ...

  7. Pearson correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Pearson_correlation...

    Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier product-moment in the name.

  8. Correlation function - Wikipedia

    en.wikipedia.org/wiki/Correlation_function

    A correlation function is a function that gives the statistical correlation between random variables, contingent on the spatial or temporal distance between those variables. [1] If one considers the correlation function between random variables representing the same quantity measured at two different points, then this is often referred to as an ...

  9. Partial correlation - Wikipedia

    en.wikipedia.org/wiki/Partial_correlation

    Formally, the partial correlation between X and Y given a set of n controlling variables Z = {Z 1, Z 2, ..., Z n}, written ρ XY·Z, is the correlation between the residuals e X and e Y resulting from the linear regression of X with Z and of Y with Z, respectively.