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Bivariate Correlation

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Alternate names

bivariate correlation | cross-correlation coefficient | PCC | Pearson's correlation | Pearson's correlation coefficient | Pearson's product-moment correlation coefficient | Pearson's r | PPMCC | product-moment coefficient of correlation

Basic definition

The correlation coefficient measure of how closely a best-fit curve matches the given data.

Detailed definition

The correlation coefficient, sometimes also called the cross-correlation coefficient, Pearson correlation coefficient (PCC), Pearson's r, the Perason product-moment correlation coefficient (PPMCC), or the bivariate correlation, is a quantity that gives the quality of a least squares fitting to the original data. To define the correlation coefficient, first consider the sum of squared values ss_(x x), ss_(x y), and ss_(y y) of a set of n data points (x_i, y_i) about their respective means,

Related terms

correlation coefficient--bivariate normal distribution | correlation index | correlation ratio | covariance | least squares fitting | regression coefficient | Spearman rank correlation coefficient | variance

Educational grade level

college level (AP statistics, California probability and statistics standard)

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