Pearson's Correlation Coefficient
Reference: http://davidmlane.com/hyperstat/A51911.html
- Designated by r
- Correlation reflects the linear relationship between two variables.
- -1 <= r <=+1
(negative linear relationship to positivie linear relationship)
- 0: no linear correlation
- r = sum of product of z-scores/N
- Designated by r
- Correlation reflects the linear relationship between two variables.
- -1 <= r <=+1
(negative linear relationship to positivie linear relationship)
- 0: no linear correlation
- r = sum of product of z-scores/N
Labels: similarity metric
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