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  2. 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.

  3. Correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Correlation_coefficient

    The Pearson product-moment correlation coefficient, also known as r, R, or Pearson's r, is a measure of the strength and direction of the linear relationship between two variables that is defined as the covariance of the variables divided by the product of their standard deviations. [4]

  4. Correlation - Wikipedia

    en.wikipedia.org/wiki/Correlation

    The most familiar measure of dependence between two quantities is the Pearson product-moment correlation coefficient (PPMCC), or "Pearson's correlation coefficient", commonly called simply "the correlation coefficient". It is obtained by taking the ratio of the covariance of the two variables in question of our numerical dataset, normalized to ...

  5. Point-biserial correlation coefficient - Wikipedia

    en.wikipedia.org/wiki/Point-biserial_correlation...

    If this is the case, a biserial correlation would be the more appropriate calculation. The point-biserial correlation is mathematically equivalent to the Pearson (product moment) correlation coefficient; that is, if we have one continuously measured variable X and a dichotomous variable Y, r XY = r pb. This can be shown by assigning two ...

  6. Bivariate analysis - Wikipedia

    en.wikipedia.org/wiki/Bivariate_analysis

    For this reason, covariance is standardized by dividing by the product of the standard deviations of the two variables to produce the Pearson productmoment correlation coefficient (also referred to as the Pearson correlation coefficient or correlation coefficient), which is usually denoted by the letter “r.” [3]

  7. Spearman's rank correlation coefficient - Wikipedia

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

    The Spearman correlation between two variables is equal to the Pearson correlation between the rank values of those two variables; while Pearson's correlation assesses linear relationships, Spearman's correlation assesses monotonic relationships (whether linear or not). If there are no repeated data values, a perfect Spearman correlation of +1 ...

  8. Proportionate reduction of error - Wikipedia

    en.wikipedia.org/wiki/Proportionate_reduction_of...

    Its square root is Pearson's product-moment correlation. There are several other correlation coefficients that have PRE interpretation and are used for variables of ...

  9. Mantel test - Wikipedia

    en.wikipedia.org/wiki/Mantel_test

    The correlation between the two sets of () / distances is calculated, and this is both the measure of correlation reported and the test statistic on which the test is based. In principle, any correlation coefficient could be used, but normally the Pearson product-moment correlation coefficient is used.