In statistics, correlation defines the similarity between two random variables. The most commonly used correlation is the Pearson correlation and it is defined by the following:

The preceding formula defines the Pearson correlation as the covariance between *X* and *Y*, which is divided by the standard deviation of *X* and *Y*, or it can also be defined as the expected mean of the sum of multiplied difference of random variables with respect to the mean divided by the standard deviation of X and Y. Let's understand this with an example. Let's take the mileage and horsepower of various cars and see if there is a relation between the two. This ...

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