average product of 2 deviations — stdev, correlation..

This is the basis of standard deviation, correlation coefficient and variance.

Say we have 22 measurements of student heights. First we find the mean. Deviation is defined as a “distance” from the mean.

Variance is the simplest idea — average product of deviation*deviation. It has dimension of meter*meter

Standard deviation σ is based on variance — √average product of deviation *deviation. Dimension of meter


Now we pair up student’s height deviation and the same student’s weight deviation.

Correlation coefficient is — (average product of deviationh * deviationw) /(σh * σw) Dimension of …nothing.

发表评论

Fill in your details below or click an icon to log in:

WordPress.com 徽标

您正在使用您的 WordPress.com 账号评论。 登出 /  更改 )

Google photo

您正在使用您的 Google 账号评论。 登出 /  更改 )

Twitter picture

您正在使用您的 Twitter 账号评论。 登出 /  更改 )

Facebook photo

您正在使用您的 Facebook 账号评论。 登出 /  更改 )

Connecting to %s