Mean, variance, & linear correlation coefficient
Expectation E (rth moment) of random variables X for any distribution f(X)
First moment= Mean m ; variance s2 and standard deviation s
E(Xr) = å Xr f(X) m = E(X) s2 = E[(X-m)2]
Pearson correlation coefficient C= cov(X,Y) = E[(X-mX )(Y-mY)]/(sX sY)
Independent X,Y implies C = 0,
but C =0 does not imply independent X,Y. (e.g. Y=X2)
P = TDIST(C*sqrt((N-2)/(1-C2)) with dof= N-2 and two tails.
where N is the sample size.