Sample Correlation Coefficient Calculator

The correlation is used to find the strength and direction of the relationship between the pair of variables. The deviation of two variables from their respective mean can be calculated by covariance. The square root of the variance is the standard deviation. The correlation coefficient is a normalized measurement of how the two variables are related. Enter the covariance, standard deviation of x and y in the sample correlation coefficient calculator to find the coefficient of correlation.

The correlation is used to find the strength and direction of the relationship between the pair of variables. The deviation of two variables from their respective mean can be calculated by covariance. The square root of the variance is the standard deviation. The correlation coefficient is a normalized measurement of how the two variables are related. Enter the covariance, standard deviation of x and y in the sample correlation coefficient calculator to find the coefficient of correlation.

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Formula:

rxy = sxy / (sx sy) Where, rxy = Sample Correlation Coefficient sx = Sample Standard Deviations of X sy = Sample Standard Deviations of Y sxy = Sample Covariance

Example:

A sample covariance of 20 has the standard deviation of x as 5 and standard deviation of y as 2. Find the sample correlation coefficient?

Solution:

rxy = 20 / (5 x 2)
= 2

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