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