Mathematics of Linear Correlation

Understanding linear correlation equation

What is linear correlation, mathematically speaking? If you’ve taken basic statistics, you are likely familiar with linear correlation already. Linear correlation works very similarly to linear regression. For two columns, $X$ and $Y$, linear correlation $ρ$ (the lowercase Greek letter “rho”) is defined as the following:

$$ρ = \frac{E[(X-µ_X)(Y-µ_Y)]}{σ_Xσ_Y}$$ ...