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Pearson’s Correlation Coefficient is defined as follows:

$$ =\frac{\left(,\right)}{_x_y}=\frac{\left[\left(−_x\right)\left(−_y\right)\right]}{\sqrt{E\left(\left[\left(−_x\right)^2\right]\right)}\sqrt{E\left(\left[\left(y−_y\right)^2\right]\right)}} $$

how can I show that −1≤≤1 using Cauchy–Schwarz inequality ? Can anyone maybe give a link to a good explanation or a book with a detailed proof which uses Cauchy–Schwarz inequality ?

Ilya.K.
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