If i have 2 sets of data values, and know the co variance between the two, is it possible to determine the correlation between the two sets, and if so, how?

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    $\begingroup$ Hoe you tried the Wiki entry for correlation? $\endgroup$ – Dimitriy V. Masterov Sep 1 '16 at 1:35
  • $\begingroup$ You need to also know, or be able to compute, the variance or standard deviation for each set. If you have that, Pearson's correlation coefficient can be calculated per the link in the previous comment. $\endgroup$ – Mark L. Stone Sep 1 '16 at 1:37

If you in addition to the covariance also have the two variances, of each of the variables which are correlated, you can calculate the correlation, see https://en.wikipedia.org/wiki/Correlation_and_dependence Otherwise you are out of luck.


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