PROOF 67

Prove.

Correlation is not causation

On finite data.

Definition D1

For paired data (x₁,y₁), …, (xₙ,yₙ), let dᵢ = xᵢ − x̄, eᵢ = yᵢ − ȳ, and set A = Σdᵢ², B = Σeᵢ², P = Σdᵢeᵢ. When 0 < A and 0 < B, r = P·(√(AB))⁻¹ is called the correlation coefficient.

Proof.

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