Let there be observations of the th phenomenon, where , ..., and
(1) | |||
(2) | |||
(3) |
(4) |
(5) |
(6) | |||
(7) | |||
(8) |
(9) |
See also Correlation Coefficient, Regression Coefficient
References
Kenney, J. F. and Keeping, E. S. Mathematics of Statistics, Pt. 2, 2nd ed. Princeton, NJ: Van Nostrand, 1951.