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Updating formulae for the sample covariance and correlation
Author(s) -
Hayes Kevin
Publication year - 2011
Publication title -
teaching statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.425
H-Index - 13
eISSN - 1467-9639
pISSN - 0141-982X
DOI - 10.1111/j.1467-9639.2011.00491.x
Subject(s) - covariance , extension (predicate logic) , mathematics , pearson product moment correlation coefficient , covariance and correlation , sample (material) , correlation coefficient , covariance mapping , statistics , correlation , law of total covariance , fisher transformation , moment (physics) , analysis of covariance , estimation of covariance matrices , covariance intersection , computer science , random variable , multivariate random variable , geometry , physics , chemistry , chromatography , classical mechanics , sum of normally distributed random variables , programming language
This article provides an easy derivation of updating formulae for the sample covariance and, by extension, for the Pearson product–moment correlation coefficient.