Statistics & Probability
Pearson Correlation
Correlation coefficient between two series.
Formula
Formula
r = cov(x,y)sx s_y
Variables
| Symbol | Definition | Type & range | Units | Role |
|---|---|---|---|---|
| x, y | paired data series | list of real numbers | — | input |
Try it yourself
Interactive calculator
Worked examples
Example 1
Givenx = 1, 2, 3, 4, 5, y = 2, 4, 5, 4, 5
Result0.7745966692
Example 2
Givenx = 1, 2, 3, y = 2, 4, 6
Result1