If two series have a perfect correlation (lets say 1.0), then does the two series have the same exact standard deviation? Thanks.
Three answers:
jellibeans_22
2010-03-15 22:41:19 UTC
No it doesnt. say you have the coordinates(1,2)(2,4)(3,6)(4,8)(5,10) the correlation is one but the SD is 1.58
but (5,10)(10,20)(15,30)(20,40)(25,50) also has correlation of one but SD is 7.91
Kim
2010-03-15 22:39:51 UTC
No. Suppose one variable is always exactly double the other one. Then its standard deviation would also be double the other's. Being correlated does not mean they are identical. Just that when one changes, the other changes in a very predictable way.
bethke
2016-11-29 06:13:45 UTC
the strict answer on your question is "no". you do no longer would desire to appreciate the variance and classic deviation to discover the Pearson correlation coefficient. regardless of the elementary fact that, there are some formula for r that contain those factors. there are a number of different the suitable suited thank you to calculate r.
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