Pearson correlation
Measure the strength of a linear relationship.
How this works
Pearson r = cross-deviation sum / √(x squared-deviation sum × y squared-deviation sum).
Example
Using the example inputs, correlation r is 1.
- X values
- 1, 2, 3
- Y values
- 2, 4, 6
- Correlation r
- 1
Scope and assumptions
Correlation is not evidence of causation; constant lists are undefined.
NIST statistical methods handbook