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1. Pearson's Correlation Coefficient example ( Enter your problem )
  1. Formula & Example-1 (Class-X & Y)
  2. Example-2 (Class-X & Y)
  3. Example-3 (X & Y)
  4. Example-4 (X & Y)
Other related methods
  1. Correlation Coefficient r
  2. Covariance - Population Covariance, Sample Covariance

1. Formula & Example-1 (Class-X & Y)
(Previous example)
3. Example-3 (X & Y)
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2. Example-2 (Class-X & Y)





Calculate Correlation Coefficient r without cov(x,y), Correlation Coefficient r with population cov(x,y), Correlation Coefficient r with sample cov(x,y) from the following data
Class-XY
20 - 25110
25 - 30170
30 - 3580
35 - 4045
40 - 4540
45 - 5035


Solution:
Mean `bar x = (sum x_i)/n`

`=(22.5+27.5+32.5+37.5+42.5+47.5)/6`

`=210/6`

`=35`

Mean `bar y = (sum y_i)/n`

`=(110+170+80+45+40+35)/6`

`=480/6`

`=80`

Class-XMid value `x``y``X=(x-35)/1``Y=(y-80)/5``X^2``Y^2``X*Y`
20-2522.5110-12.56156.2536-75
25-3027.5170-7.51856.25324-135
30-3532.580-2.506.2500
35-4037.5452.5-76.2549-17.5
40-4542.5407.5-856.2564-60
45-5047.53512.5-9156.2581-112.5
------------------------
`210``480``sum X=0``sum Y=0``sum X^2=437.5``sum Y^2=554``sum X*Y=-400`


Correlation Coefficient r :
`r = (sum XY)/(sqrt(sum X^2) * sqrt(sum Y^2))`

`=-400/(sqrt(437.5) * sqrt(554))`

`=-400/(20.9165 * 23.5372)`

`=-0.8125`




Correlation Coefficient r with Population Cov(x,y) :

Population `Cov(x,y) = (sum (x-bar x)(y-bar y))/(n)`

`=-400/6`

`=-66.6667`


Population Standard deviation `sigma = sqrt((sum (x - bar x)^2)/(n))`

`=sqrt(437.5/6)`

`=sqrt(72.9167)`

`=8.5391`

Population Standard deviation `sigma = sqrt((sum (y - bar y)^2)/(n))`

`=sqrt(554/6)`

`=sqrt(92.3333)`

`=9.609`

Now, `r = (cov(x,y))/(sigma_x * sigma_y)`

`= (-66.6667)/(8.5391 * 9.609)`

`=-0.8125`




Correlation Coefficient r with Sample Cov(x,y) :

Sample `Cov(x,y) = (sum (x-bar x)(y-bar y))/(n-1)`

`=-400/5`

`=-80`


Sample Standard deviation `sigma = sqrt((sum (x - bar x)^2)/(n-1))`

`=sqrt(437.5/5)`

`=sqrt(87.5)`

`=9.3541`

Sample Standard deviation `sigma = sqrt((sum (y - bar y)^2)/(n-1))`

`=sqrt(554/5)`

`=sqrt(110.8)`

`=10.5262`

Now, `r = (cov(x,y))/(sigma_x * sigma_y)`

`= (-80)/(9.3541 * 10.5262)`

`=-0.8125`




This material is intended as a summary. Use your textbook for detail explanation.
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