Correlation Equations Flashcards
1
Q
Sample Standard Deviation
A
sqrt(1/n-1 x (sum(x - meanx)^2))
2
Q
Sample Pearson Correlation
A
1/n-1 x ((sum(x-meanx)(y-meany)) / sx x sy)
where
sx = sample standard deviation of x
sy = sample standard deviation of y
3
Q
Standard Deviation
A
sqrt((sum(x - meanx)^2)/N)
4
Q
Sample Variance
A
(sum(x - meanx)^2)/N-1
5
Q
Covariance
A
E(XY) - (EX)(EY)
1/N x sum(x-meanx)(y-meany)
6
Q
Sample covariance
A
1/N-1 x sum(x-meanx)(y-meany)
7
Q
Pearson product-moment correlation
A
cov(X,Y) / (σ_X)(σ_Y)
8
Q
Sample correlation coefficient
A
sum((x-meanx)(y-meany)) / sqrt(sum((x-meanx)^2) x (sum((y-meany)^2))
9
Q
Empirical Rule
A
68-95-99.7
10
Q
Confidence level interval
A
(x - z* x (σ/sqrt(n)), x - z* x (σ/sqrt(n))).
