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Positive correlation

From Encyclopedia of Mathematics
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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 .

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