Namespaces
Variants
Actions

Positive correlation

From Encyclopedia of Mathematics
Revision as of 17:00, 7 February 2011 by 127.0.0.1 (talk) (Importing text file)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

Assuming finite variances, two random variables and are positively correlated if , where denotes the mathematical expectation of . In case the conditional mean of given is linear in , positive correlation implies that this conditional mean is increasing in .

See Correlation (in statistics).

How to Cite This Entry:
Positive correlation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Positive_correlation&oldid=12752