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Formulas: Correlation Coefficient (from a Covariance)

Correlation Coefficient (from a Covariance) Formula

Below you will find descriptions and details for the 1 formula that is used to compute Pearson correlation coefficients from covariance values.

Pearson correlation coefficient:
Pearson correlation coefficient formula
where covXY is the covariance between X and Y, σX is the standard deviation of X, and σY is the standard deviation of Y.
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