# What is the relationship between the correlation of two variables and their covariance?

Nov 3, 2015

r =[Cov(x,y)/(sigma_x.sigma_y)]
Here $C o v \left(x , y\right)$ signifies the variation between X and Y
${\sigma}_{x}$ is a measure of the standard-deviation within the values of X.
${\sigma}_{y}$ is the measure of the standard deviation of values within Y.