关于协方差、相关系数与相关性的关系

本文利用最小二乘法,导出了协方差与相关系数这两个概念的由来,说明了人们总是用相关系数而不用协方差来判断两个随机变量线性相关程度的原因,阐明了两个普通变量与两个随机变量存在线性关系时,它们的根本区别,并用直观图形展示了两个随机变量线性相关的概率意义。

The relation of covariance,correlation coefficient and correlation

By using least double multiplication,the author gives the origin of two definitions of covariance and correlation coefficient,and gives the reason why people usually use correlation coefficient instead of covariance to estimate the correlation degree of the two aleatory variables.This article explains their essential difference when there is a linear correlation between two common variables and two aleatory variables,and by using delineation the author shows the probability meanings that they are linear correlated with two aleatory variables.