Namespaces
Variants
Actions

Positive correlation

From Encyclopedia of Mathematics
Jump to: navigation, search

Assuming finite variances, two random variables $X$ and $Y$ are positively correlated if $\mathbf{E}(XY) > \mathbf{E}X\,\mathbf{E}Y$, where $\mathbf{E}X$ denotes the mathematical expectation of $X$. In case the conditional mean of $X$ given $Y$ is linear in $Y$, positive correlation implies that this conditional mean is increasing in $Y$.

See Correlation (in statistics).

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