Correlation:

Now, r is also known as product-moment coefficient of correlation.

OR r =

OR r =

Now covariance of x and y is defined as

Example(Correlation.):

Calculate the coefficient of correlation between the heights of father

and his son for the following data.

observations )
Height Height
of of
x
father son = y=
xy x2 y2
xi- yi-y
x
xi yi

165 167 -3 -2 6 9 4

166 168 -2 -1 2 4 1
 167 165 -1 -4 4 1 16

167 168 -1 -1 1 1 1

168 172 0 3 0 0 9

169 172 1 3 3 1 9

170 169 2 0 0 4 0

172 171 4 2 8 16 4

xi=134 yi=13 xy=2 x2=3 y2=4

0 0
4 52 4 6 4

Calculation:

Heren = 8

Now,

Another Example: (correlation):

From the following data compute the coefficient of correlation between x and y.

Example:

If covariance between x and y is 12.3 and the variance of x and y are 16.4 and 13.8
respectively. Find the coefficient of correlation between them.

Solution: Given - Covariance = cov ( x, y ) = 12.3

Variance of x (  x2 )= 16.4

Variance of y (y2 ) = 13.8

Now,