# Category:Pearson Correlation Coefficient

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This category contains results about **Pearson Correlation Coefficient**.

Let $X$ and $Y$ be random variables.

Let the variances of $X$ and $Y$ exist and be finite.

Then the **Pearson correlation coefficient** of $X$ and $Y$, typically denoted $\map \rho {X, Y}$, is defined by:

- $\map \rho {X, Y} = \dfrac {\cov {X, Y} } {\sqrt {\var X \, \var Y} }$

where $\cov {X, Y}$ is the covariance of $X$ and $Y$.

## Pages in category "Pearson Correlation Coefficient"

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