Pearson product-moment correlation coefficient

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Pearson's correlation is a mathematical formula used to calculate correlation coefficients between two datasets. Most computer programs have a command to calculate this such as CORREL(dataset A: dataset B). You would calculate this your self by...

  • Step 1: Find the mean of x, and the mean of y
  • Step 2: Subtract the mean of x from every x value (call them "a"), and subtract the mean of y from every y value (call them "b")
  • Step 3: Calculate: ab, a2 and b2 for every value
  • Step 4: Sum up ab, sum up a2 and sum up b2
  • Step 5: Divide the sum of ab by the square root of [(sum of a2) × (sum of b2)]

Developed by Karl Pearson in the 1880's,