Bivariate

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Revision as of 17:43, 18 March 2024 by Rice (talk | contribs) (Created page with "Consider two numerica random variables <math>X</math> and <math>Y</math>. We can measure their ''covariance''. <math>Cov(X, Y)</math> The '''correlation''' of two random variables measures the '''line dependent''' between <math>X</math> and <math>Y</math> <math> Cor(X, Y) = \rho = \frac{Cov(X,Y)}{sd(X) sd(Y)} </math>")

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Consider two numerica random variables $X$ and $Y$ . We can measure their covariance.

$Cov(X,Y)$

The correlation of two random variables measures the line dependent between $X$ and $Y$

$Cor(X,Y)=\rho ={\frac {Cov(X,Y)}{sd(X)sd(Y)}}$

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