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