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=41903
Positive correlation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Positive_correlation&oldid=41903