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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 polychoric correlation coefficient measures association between two ordered-categorical variables. It's technically defined as the estimate of the Pearson correlation coefficient one would obtain if: The two variables were measured on a continuous scale, instead of as ordered-category variables.

  4. List of analyses of categorical data - Wikipedia

    en.wikipedia.org/wiki/List_of_analyses_of...

    This is a list of statistical procedures which can be used for the analysis of categorical data, also known as data on the nominal scale and as categorical variables. General tests [ edit ]

  5. 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 product–moment correlation coefficient (also referred to as the Pearson correlation coefficient or correlation coefficient), which is usually denoted by the letter “r.” [3]

  6. 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 ...

  7. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    Pearson's chi-squared test or Pearson's test is a statistical test applied to sets of categorical data to evaluate how likely it is that any observed difference between the sets arose by chance. It is the most widely used of many chi-squared tests (e.g., Yates , likelihood ratio , portmanteau test in time series , etc.) – statistical ...

  8. Effect size - Wikipedia

    en.wikipedia.org/wiki/Effect_size

    In statistics, an effect size is a value measuring the strength of the relationship between two variables in a population, or a sample-based estimate of that quantity. It can refer to the value of a statistic calculated from a sample of data, the value of one parameter for a hypothetical population, or to the equation that operationalizes how statistics or parameters lead to the effect size ...

  9. Phi coefficient - Wikipedia

    en.wikipedia.org/wiki/Phi_coefficient

    In statistics, the phi coefficient (or mean square contingency coefficient and denoted by φ or r φ) is a measure of association for two binary variables.. In machine learning, it is known as the Matthews correlation coefficient (MCC) and used as a measure of the quality of binary (two-class) classifications, introduced by biochemist Brian W. Matthews in 1975.