Dictionary · Statistics for Experimenters: Design, Innovation, and Discovery
L2 — definitions grouped by regulatory framework.
1 sense under Statistics for Experimenters: Design, Innovation, and Discovery
Nouns
1 sense- Correlation
The correlation coefficient of two random variables y_1, and y_2, denoted \rho(y_1,y_2) is: \rho(y_1, y_2) = Cov(y_1, y_2)/\sqrt{Var(y_1)*Var(y_2)}