Difference between revisions of "Positive correlation"
From Encyclopedia of Mathematics
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− | Assuming finite | + | Assuming finite [[variance]]s, 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 [[ | + | See [[Correlation (in statistics)]]. |
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Latest revision as of 17:19, 20 September 2017
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 $Y$.
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