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Pearson's Correlation Coefficient

The correlation coefficient r (also called Pearson's product moment correlation after Karl Pearson) is calculated by

The correlation coefficient may take any value between -1.0 and +1.0.

Assumptions:
 


Please note, that the equation above can be replaced by an equivalent formula which avoids to use the means and is therefore much faster to calculate:

The correlation coefficient stands in close relationship to linear regression. The square of r is called the goodness of fit and denotes the portion of total variance explained by the regression model. The following lets you adjust the correlation coefficient to any arbitrary value.
 

Last Update: 2006-Jšn-17