In the first lecture, we talked briefly about the correlation of two sets of data in a scatter plot. That discussion described the correlation in a qualitative way. Here we define the measure of correlation more precisely with two measures: covariance and coefficient of correlation.

For two sets of data, x and y:

Covariance (x,y) - [ Sum (x_{i}-x_{mean})*(y_{i}-y_{mean}) ] / (n-1)

Coefficient of Correlation, r = covar(x,y) / s_{x}*s_{y}

where s_{x} and s_{y} are the standard deviations of x and y

BTW, I see now that I'm going to need to make some graphics to display these formulas. I'm going to try to learn to use LaTeX for mathematical typesetting. I downloaded LEd, a LaTeX editor, today and I hope to start using it over the weekend. If anyone has experience with LaTeX and any editor, please let me know.

## Friday, January 11, 2008

### Lecture 2 - Ch 3 - Correlating two sets of data

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