XIL.—CORRELATION : MISCELLANEOUS THEOREMS. 217
The standard-deviations o, a, are given by
0 2=025 - &=(4)(a)/N?
02 =025 — 72 =(B)(B)/N*
Finally,
(zy) =1{(4B) + (a) - (4B) - (aB)} - N 5.
Writing
(4B) - (4)(B)/N=3
(as in Chap. III. §§ 11-12) and replacing & 7 by their values,
this reduces to
(xy) =.
Whence
N.§
r= —pmm———, 12
JADED vi
This value of » can be used as a coefficient of association, but,
unlike the association-coefficient of Chap. III. § 13, which is
unity if either (4B)=(4) or (48)=(B), r only becomes unity if
AB)=(4)=(B). This is the only case in which both frequencies
iz and (4) can vanish so that (4B) and (af) correspond to
the frequencies of two points X; ¥;, X, ¥, on a line. Obviously
this alone renders the numerical values of the two coefficients
quite incomparable with each other. But further, while the
association coefficient is the same for all tables derived from one
another by multiplying rows or columns by arbitrary coefficients,
the correlation coefficient (12) is greatest when (4)=(a) and
(B)=(B), i.e. when the table is symmetrical, and its value is
lowered when the symmetrical table is rendered asymmetrical by
increasing or reducing the number of 4’s or B’s. For moderate
degrees of association, the association coefficient gives much the
larger values. The two coefficients possess, in fact, essentially
different properties, and are different measures of association in
the same sense that the geometric and arithmetic means are
different forms of average, or the interquartile range and the
standard-deviation different measures of dispersion.
The student is again referred to ref. 3 of Chap. IIL for a
general discussion of various measures of association, including
these and others, that have been proposed.
11. The Correlation-coeflicient for all possible pairs of N values
of a Variable.—In certain cases a correlation-table is formed by
combining N observations in pairs in all possible ways. If, for
example, a table is being formed to illustrate, say, the correlation
between brothers for stature, and there are three brothers in