We start with a raw table of values and for each value, a probability of getting that value.
From this table we can find
There are formulae forand They are
Suppose we need to findand
No matter how we transform the variables x and y, the correlation coefficient remains the same. The coefficient for the transformed variables is the same as for the original variables. The correlation coefficient is a fundamental property of the relationship and does not depend on the coordinates we are using.