Editing Pearson correlation coefficient (section)

=== Standard error ===
If <math>x</math> and <math>y</math> are random variables, with a simple linear relationship between them with an additive normal noise (i.e., y= a + bx + e), then a [[standard error]] associated to the correlation is

:<math>\sigma_r = \sqrt{\frac{1-r^2}{n-2}}</math>

where <math>r</math> is the correlation and <math>n</math> the sample size.<ref>{{Cite journal|last=Bowley|first=A. L.|date=1928|title=The Standard Deviation of the Correlation Coefficient|url=https://www.jstor.org/stable/2277400|journal=Journal of the American Statistical Association|volume=23|issue=161|pages=31–34|doi=10.2307/2277400|jstor=2277400|issn=0162-1459}}</ref><ref>{{Cite web|title=Derivation of the standard error for Pearson's correlation coefficient|url=https://stats.stackexchange.com/q/226380 |access-date=2021-07-30|website=Cross Validated}}</ref>