All subjects · Mathematics · WST01 (S1)

Sxx, Sxy and the product moment correlation coefficient

The product moment correlation coefficient (PMCC), r, measures the strength of linear correlation on a scale from -1 to 1. You calculate it from summary statistics.

The S sums

These are in the formula booklet. Show a numerical expression, not just the answer: examiners require it.

The PMCC

r = Sxy / sqrt(Sxx × Syy)

Example: n = 10, Σx = 55, Σy = 420, Σx2 = 385, Σxy = 2510, Σy2 = 18200.

Sxx = 385 - 552/10 = 82.5; Sxy = 2510 - 55 × 420/10 = 200; Syy = 18200 - 4202/10 = 560.

r = 200 / sqrt(82.5 × 560) = 0.9305. A common slip is forgetting the square root.

Interpreting r

In an exam, interpret in context: 'there is strong positive correlation, so heavier rabbits tend to have longer ears'. Simply saying 'close to 1' is not enough.

Limitations and coding

r only measures linear correlation, can be distorted by outliers, and does not show causation. Linear coding of x or y (such as x = (p - 100)/5) does not change r, except that multiplying by a negative number changes its sign.

Worked example

For the data above, interpret r in context, where x is hours of sunshine and y is ice creams sold.

  1. r = 0.9305, close to 1.
  2. So there is strong positive linear correlation.

Answer: Days with more sunshine tend to have higher ice-cream sales.

Key idea: r = Sxy/sqrt(SxxSyy); between -1 and 1; interpret in context; unaffected by linear coding.

Check yourself

  1. n = 10, Σx = 55, Σx2 = 385. Find Sxx.
    Show answer

    82.5. 385 - 3025/10 = 82.5.

  2. n = 10, Σx = 55, Σy = 420, Σxy = 2510. Find Sxy.
    Show answer

    200. 2510 - 55 × 420/10 = 2510 - 2310 = 200.

  3. n = 10, Σy = 420, Σy2 = 18200. Find Syy.
    Show answer

    560. 18200 - 176400/10 = 560.

  4. Sxx = 82.5, Syy = 560, Sxy = 200. Find the PMCC, r. Give your answer to 3 significant figures.
    Show answer

    0.930. r = 200/sqrt(82.5 × 560) = 0.930.

  5. Sxx = 40, Syy = 90, Sxy = -48. Find the PMCC.
    Show answer

    -0.8. r = -48/sqrt(3600) = -48/60 = -0.8.

  6. The PMCC between x and y is 0.84. The x values are coded by p = (x - 100)/5. What is the PMCC between p and y?
    • 0.168
    • 0.84
    • 4.2
    • -0.84
    Show answer

    0.84. Linear coding with a positive scale factor does not change r.

  7. The PMCC for a data set is 0.03. What can you conclude?
    • There is no relationship of any kind
    • There is strong positive correlation
    • The variables are independent
    • There is almost no linear correlation, though there may be a non-linear relationship
    Show answer

    There is almost no linear correlation, though there may be a non-linear relationship. r only measures linear association.

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Last updated 7 November 2026. Spotted a mistake? Tell us.