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Correlation Coefficient Calculator
Calculate correlation coefficients step by step
For the given two sets of values, the calculator will find the Pearson correlation coefficient between them (either sample or population), with steps shown.
Related calculator: Sample/Population Covariance Calculator
Your Input
Find the Pearson correlation coefficient between $$$\left\{1, 2, 3, 4, 5\right\}$$$ and $$$\left\{1, 3, 6, 5, 8\right\}$$$.
Solution
The Pearson correlation coefficient is the ratio of the covariance and the product of the standard deviations: $$$r = \frac{cov(x,y)}{s_{x} s_{y}}$$$.
The standard deviation of $$$\left\{1, 2, 3, 4, 5\right\}$$$ is $$$s_{x} = \frac{\sqrt{10}}{2}$$$ (for steps, see standard deviation calculator).
The standard deviation of $$$\left\{1, 3, 6, 5, 8\right\}$$$ is $$$s_{y} = \frac{\sqrt{730}}{10}$$$ (for steps, see standard deviation calculator).
The covariance between $$$\left\{1, 2, 3, 4, 5\right\}$$$ and $$$\left\{1, 3, 6, 5, 8\right\}$$$ is $$$cov(x,y) = 4$$$ (for steps, see covariance calculator).
Thus, $$$r = \frac{cov(x,y)}{s_{x} s_{y}} = \frac{4}{\frac{\sqrt{10}}{2} \frac{\sqrt{730}}{10}} = \frac{8 \sqrt{73}}{73}$$$.
Answer
The Pearson correlation coefficient is $$$\frac{8 \sqrt{73}}{73}\approx 0.936329177569045$$$A.