Correlation Analysis(Numeric Data) a Correlation coefficient (also called Pearson's product moment coefficient) :(a -)(b-B) (a b,)-nAB A B (n-Do,OB AOB where n is the number of tuples a and b are the respective means of a and B, aaand oB are the respective standard deviation of a and B, and t(a, bi) is the sum of the AB cross-product If TAB>0, A and B are positively correlated (As values increase as B's. The higher, the stronger correlation a TAB=0: independent;AB<0: negatively correlated 同济大学软件学院 ool of Software Engineering. Tongpi Unversity 1717 Correlation Analysis (Numeric Data) ◼ Correlation coefficient (also called Pearson’s product moment coefficient) where n is the number of tuples, and are the respective means of A and B, σA and σB are the respective standard deviation of A and B, and Σ(aibi ) is the sum of the AB cross-product. ◼ If rA,B > 0, A and B are positively correlated (A’s values increase as B’s). The higher, the stronger correlation. ◼ rA,B = 0: independent; rAB < 0: negatively correlated A B n i i i A B n i i i A B n a b nAB n a A b B r ( 1) ( ) ( 1) ( )( ) 1 1 , − − = − − − = = = A B