The Correlation Coefficient Calculator to find the statistical relationship of two sets of date, it is for data analysis how strong the correlation of two quantities is.

The famous measure of dependence is Pearson's correlation, Give two data sets μ_{x} and μ_{y}, then σ_{x} and σ_{y} represents the standard deviation of the data set X and Y respectively

Correlation Coefficient formula

Form the formula, we know if the correlation is high, r lies between 0.9 and 1.0

For example, if μ_{x} = (1,2,4,5,8), μ_{y} = (5,20,40,80,100), Then Correlation Coefficient r = 0.9684, = 4, = 49, =2.7386, = 40.0625.

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