matlab相关值计算公式,相关系数计算公式（Correlation coefficient calculation formula）.doc...

相关系数计算公式(Correlation coefficient calculation formula)

相关系数计算公式(Correlation coefficient calculation formula)

Introduction of statistical correlation coefficient

Since the correlation coefficients of statistics are relatively frequent, this is a simple introduction to these coefficients.

Correlation coefficient: to examine the correlation between two things (in the data we call variables).

If there are two variables: X and Y, the meanings of the relevant coefficients calculated in the end can be understood as follows:

(1) when the correlation coefficient is 0, X and Y are unrelated.

(2) when the value of X increases (decreases), the Y value increases (decreases), the two variables are positive correlation, and the correlation coefficient is between 0.00 and 1.00.

(3) when the value of X increases (decreases), the Y value decreases (increases), the two variables are negative correlation, and the correlation coefficient is between -1.00 and 0.00.

The greater the absolute value of the correlation coefficient, the stronger the correlation, the closer the correlation coefficient is to 1 or -1, the stronger the correlation, the closer the correlation coefficient is to 0, the weaker the correlation coefficient.

The relative strength of variables is usually determined by the following values:

Correlation coefficient 0.8-1.0 strongly correlated

0.6 0.8 strong correlation

The moderate degree of 0.4-0.6 is related

0.2 0.4 weak correlation

0.0-0.2 extremely weak correlation or no correlation

Pearson (Pearson) correlation coefficient

1, the introduction of

Pearson correlation is also known as product difference correlation (or product moment correlation), which is a method of calculating linear correlation proposed by the British statistician Pearson in the 20th century.

Assuming there are two variables, X and Y, the Pearson correlation coefficient between the two variables can be calculated by the following formula:

A formula:

Formula 2:

Three formula:

Formula of four:

The four formulas listed above are equivalent, where E is the m