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Pearson correlation coefficient

Index Pearson correlation coefficient

In statistics, the Pearson correlation coefficient (PCC, pronounced), also referred to as Pearson's r, the Pearson product-moment correlation coefficient (PPMCC) or the bivariate correlation, is a measure of the linear correlation between two variables X and Y. It has a value between +1 and −1, where 1 is total positive linear correlation, 0 is no linear correlation, and −1 is total negative linear correlation. [1]

81 relations: Absolute value, Angle, Asymptotic distribution, Beta function, Bias of an estimator, Biometrika, Bootstrapping (statistics), Cauchy distribution, Cluster analysis, Coefficient of determination, Confidence interval, Consistent estimator, Correction for attenuation, Correlation and dependence, Cosine similarity, Covariance, Cumulative distribution function, Directional statistics, Distance correlation, Dot product, Efficiency (statistics), Euclidean vector, Exchangeable random variables, Expected value, Explained sum of squares, Fisher transformation, Francis Galton, Gamma function, Heavy-tailed distribution, Hypergeometric function, Independence (probability theory), Independent and identically distributed random variables, Invariant estimator, Inverse hyperbolic functions, Invertible matrix, Karl Pearson, Law of large numbers, Line (geometry), Marginal distribution, Maximal information coefficient, Maximum likelihood estimation, Mean, Mean of circular quantities, Moment (mathematics), Multiple correlation, Multivariate normal distribution, Negative relationship, Nonparametric statistics, Normal distribution, Normally distributed and uncorrelated does not imply independent, ..., Null hypothesis, Numerical stability, One- and two-tailed tests, Outlier, P-value, Partial correlation, Percentile, Principal component analysis, Probability distribution, Quadrant count ratio, Resampling (statistics), Robust statistics, RV coefficient, Sample (statistics), Sampling distribution, Scatter plot, Simple linear regression, Sine, Spearman's rank correlation coefficient, Square root of a matrix, Standard deviation, Standard error, Standard score, Statistical hypothesis testing, Statistical population, Statistics, Student's t-distribution, TeX, Total sum of squares, Trigonometric functions, Variance. Expand index (31 more) »

Absolute value

In mathematics, the absolute value or modulus of a real number is the non-negative value of without regard to its sign.

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Angle

In plane geometry, an angle is the figure formed by two rays, called the sides of the angle, sharing a common endpoint, called the vertex of the angle.

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Asymptotic distribution

In mathematics and statistics, an asymptotic distribution is a probability distribution that is in a sense the "limiting" distribution of a sequence of distributions.

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Beta function

In mathematics, the beta function, also called the Euler integral of the first kind, is a special function defined by for.

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Bias of an estimator

In statistics, the bias (or bias function) of an estimator is the difference between this estimator's expected value and the true value of the parameter being estimated.

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Biometrika

Biometrika is a peer-reviewed scientific journal published by Oxford University Press for the Biometrika Trust.

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Bootstrapping (statistics)

In statistics, bootstrapping is any test or metric that relies on random sampling with replacement.

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Cauchy distribution

The Cauchy distribution, named after Augustin Cauchy, is a continuous probability distribution.

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Cluster analysis

Cluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters).

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Coefficient of determination

In statistics, the coefficient of determination, denoted R2 or r2 and pronounced "R squared", is the proportion of the variance in the dependent variable that is predictable from the independent variable(s).

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Confidence interval

In statistics, a confidence interval (CI) is a type of interval estimate, computed from the statistics of the observed data, that might contain the true value of an unknown population parameter.

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Consistent estimator

In statistics, a consistent estimator or asymptotically consistent estimator is an estimator—a rule for computing estimates of a parameter θ0—having the property that as the number of data points used increases indefinitely, the resulting sequence of estimates converges in probability to θ0.

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Correction for attenuation

Correction for attenuation is a statistical procedure, due to Spearman (1904), to "rid a correlation coefficient from the weakening effect of measurement error" (Jensen, 1998), a phenomenon known as regression dilution.

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Correlation and dependence

In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or bivariate data.

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Cosine similarity

Cosine similarity is a measure of similarity between two non-zero vectors of an inner product space that measures the cosine of the angle between them.

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Covariance

In probability theory and statistics, covariance is a measure of the joint variability of two random variables.

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Cumulative distribution function

In probability theory and statistics, the cumulative distribution function (CDF, also cumulative density function) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. In the case of a continuous distribution, it gives the area under the probability density function from minus infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables.

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Directional statistics

Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in Rn), axes (lines through the origin in Rn) or rotations in Rn.

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Distance correlation

In statistics and in probability theory, distance correlation or distance covariance is a measure of dependence between two paired random vectors of arbitrary, not necessarily equal, dimension.

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Dot product

In mathematics, the dot product or scalar productThe term scalar product is often also used more generally to mean a symmetric bilinear form, for example for a pseudo-Euclidean space.

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Efficiency (statistics)

In the comparison of various statistical procedures, efficiency is a measure of quality of an estimator, of an experimental design, or of a hypothesis testing procedure.

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Euclidean vector

In mathematics, physics, and engineering, a Euclidean vector (sometimes called a geometric or spatial vector, or—as here—simply a vector) is a geometric object that has magnitude (or length) and direction.

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Exchangeable random variables

In statistics, an exchangeable sequence of random variables (also sometimes interchangeable) is a sequence such that future observations behave like earlier observations.

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Expected value

In probability theory, the expected value of a random variable, intuitively, is the long-run average value of repetitions of the experiment it represents.

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Explained sum of squares

In statistics, the explained sum of squares (ESS), alternatively known as the model sum of squares or sum of squares due to regression ("SSR" – not to be confused with the residual sum of squares RSS), is a quantity used in describing how well a model, often a regression model, represents the data being modelled.

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Fisher transformation

In statistics, hypotheses about the value of the population correlation coefficient ρ between variables X and Y can be tested using the Fisher transformation (aka Fisher z-transformation) applied to the sample correlation coefficient.

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Francis Galton

Sir Francis Galton, FRS (16 February 1822 – 17 January 1911) was an English Victorian era statistician, progressive, polymath, sociologist, psychologist, anthropologist, eugenicist, tropical explorer, geographer, inventor, meteorologist, proto-geneticist, and psychometrician.

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Gamma function

In mathematics, the gamma function (represented by, the capital Greek alphabet letter gamma) is an extension of the factorial function, with its argument shifted down by 1, to real and complex numbers.

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Heavy-tailed distribution

In probability theory, heavy-tailed distributions are probability distributions whose tails are not exponentially bounded: that is, they have heavier tails than the exponential distribution.

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Hypergeometric function

In mathematics, the Gaussian or ordinary hypergeometric function 2F1(a,b;c;z) is a special function represented by the hypergeometric series, that includes many other special functions as specific or limiting cases.

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Independence (probability theory)

In probability theory, two events are independent, statistically independent, or stochastically independent if the occurrence of one does not affect the probability of occurrence of the other.

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Independent and identically distributed random variables

In probability theory and statistics, a sequence or other collection of random variables is independent and identically distributed (i.i.d. or iid or IID) if each random variable has the same probability distribution as the others and all are mutually independent.

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Invariant estimator

In statistics, the concept of being an invariant estimator is a criterion that can be used to compare the properties of different estimators for the same quantity.

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Inverse hyperbolic functions

In mathematics, the inverse hyperbolic functions are the inverse functions of the hyperbolic functions.

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Invertible matrix

In linear algebra, an n-by-n square matrix A is called invertible (also nonsingular or nondegenerate) if there exists an n-by-n square matrix B such that where In denotes the n-by-n identity matrix and the multiplication used is ordinary matrix multiplication.

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Karl Pearson

Karl Pearson HFRSE LLD (originally named Carl; 27 March 1857 – 27 April 1936) was an English mathematician and biostatistician. He has been credited with establishing the discipline of mathematical statistics. He founded the world's first university statistics department at University College London in 1911, and contributed significantly to the field of biometrics, meteorology, theories of social Darwinism and eugenics. Pearson was also a protégé and biographer of Sir Francis Galton.

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Law of large numbers

In probability theory, the law of large numbers (LLN) is a theorem that describes the result of performing the same experiment a large number of times.

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Line (geometry)

The notion of line or straight line was introduced by ancient mathematicians to represent straight objects (i.e., having no curvature) with negligible width and depth.

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Marginal distribution

In probability theory and statistics, the marginal distribution of a subset of a collection of random variables is the probability distribution of the variables contained in the subset.

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Maximal information coefficient

In statistics, the maximal information coefficient (MIC) is a measure of the strength of the linear or non-linear association between two variables X and Y.

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Maximum likelihood estimation

In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of a statistical model, given observations.

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Mean

In mathematics, mean has several different definitions depending on the context.

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Mean of circular quantities

In mathematics, a mean of circular quantities is a mean which is sometimes better-suited for quantities like angles, daytimes, and fractional parts of real numbers.

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Moment (mathematics)

In mathematics, a moment is a specific quantitative measure, used in both mechanics and statistics, of the shape of a set of points.

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Multiple correlation

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.

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Multivariate normal distribution

In probability theory and statistics, the multivariate normal distribution or multivariate Gaussian distribution is a generalization of the one-dimensional (univariate) normal distribution to higher dimensions.

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Negative relationship

In statistics, there is a negative relationship or inverse relationship between two variables if higher values of one variable tend to be associated with lower values of the other.

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Nonparametric statistics

Nonparametric statistics is the branch of statistics that is not based solely on parameterized families of probability distributions (common examples of parameters are the mean and variance).

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Normal distribution

In probability theory, the normal (or Gaussian or Gauss or Laplace–Gauss) distribution is a very common continuous probability distribution.

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Normally distributed and uncorrelated does not imply independent

In probability theory, two random variables being linearly uncorrelated does not imply their independence (however, for some measures of non-linear correlation such as the distance correlation, uncorrelated implies independent).

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Null hypothesis

In inferential statistics, the term "null hypothesis" is a general statement or default position that there is no relationship between two measured phenomena, or no association among groups.

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Numerical stability

In the mathematical subfield of numerical analysis, numerical stability is a generally desirable property of numerical algorithms.

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One- and two-tailed tests

In statistical significance testing, a one-tailed test and a two-tailed test are alternative ways of computing the statistical significance of a parameter inferred from a data set, in terms of a test statistic.

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Outlier

In statistics, an outlier is an observation point that is distant from other observations.

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P-value

In statistical hypothesis testing, the p-value or probability value or asymptotic significance is the probability for a given statistical model that, when the null hypothesis is true, the statistical summary (such as the sample mean difference between two compared groups) would be the same as or of greater magnitude than the actual observed results.

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Partial correlation

In probability theory and statistics, partial correlation measures the degree of association between two random variables, with the effect of a set of controlling random variables removed.

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Percentile

A percentile (or a centile) is a measure used in statistics indicating the value below which a given percentage of observations in a group of observations fall.

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Principal component analysis

Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly uncorrelated variables called principal components.

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Probability distribution

In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

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Quadrant count ratio

The quadrant count ratio (QCR) is a measure of the association between two quantitative variables.

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Resampling (statistics)

In statistics, resampling is any of a variety of methods for doing one of the following.

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Robust statistics

Robust statistics are statistics with good performance for data drawn from a wide range of probability distributions, especially for distributions that are not normal.

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RV coefficient

In statistics, the RV coefficient is a multivariate generalization of the squared Pearson correlation coefficient (because the RV coefficient takes values between 0 and 1).

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Sample (statistics)

In statistics and quantitative research methodology, a data sample is a set of data collected and/or selected from a statistical population by a defined procedure.

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Sampling distribution

In statistics, a sampling distribution or finite-sample distribution is the probability distribution of a given random-sample-based statistic.

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Scatter plot

A scatter plot (also called a scatterplot, scatter graph, scatter chart, scattergram, or scatter diagram) is a type of plot or mathematical diagram using Cartesian coordinates to display values for typically two variables for a set of data.

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Simple linear regression

In statistics, simple linear regression is a linear regression model with a single explanatory variable.

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Sine

In mathematics, the sine is a trigonometric function of an angle.

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Spearman's rank correlation coefficient

In statistics, Spearman's rank correlation coefficient or Spearman's rho, named after Charles Spearman and often denoted by the Greek letter \rho (rho) or as r_s, is a nonparametric measure of rank correlation (statistical dependence between the rankings of two variables).

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Square root of a matrix

In mathematics, the square root of a matrix extends the notion of square root from numbers to matrices.

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Standard deviation

In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.

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Standard error

The standard error (SE) of a statistic (usually an estimate of a parameter) is the standard deviation of its sampling distribution or an estimate of that standard deviation.

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Standard score

In statistics, the standard score is the signed number of standard deviations by which the value of an observation or data point differs from the mean value of what is being observed or measured.

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Statistical hypothesis testing

A statistical hypothesis, sometimes called confirmatory data analysis, is a hypothesis that is testable on the basis of observing a process that is modeled via a set of random variables.

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Statistical population

In statistics, a population is a set of similar items or events which is of interest for some question or experiment.

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Statistics

Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data.

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Student's t-distribution

In probability and statistics, Student's t-distribution (or simply the t-distribution) is any member of a family of continuous probability distributions that arises when estimating the mean of a normally distributed population in situations where the sample size is small and population standard deviation is unknown.

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TeX

TeX (see below), stylized within the system as TeX, is a typesetting system (or "formatting system") designed and mostly written by Donald Knuth and released in 1978.

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Total sum of squares

In statistical data analysis the total sum of squares (TSS or SST) is a quantity that appears as part of a standard way of presenting results of such analyses.

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Trigonometric functions

In mathematics, the trigonometric functions (also called circular functions, angle functions or goniometric functions) are functions of an angle.

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Variance

In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its mean.

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References

[1] https://en.wikipedia.org/wiki/Pearson_correlation_coefficient

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