{"id":40836,"date":"2024-11-04T12:20:40","date_gmt":"2024-11-04T12:20:40","guid":{"rendered":"https:\/\/atmokpo.com\/w\/?p=40836"},"modified":"2024-11-26T06:38:19","modified_gmt":"2024-11-26T06:38:19","slug":"8-%ea%b3%b5%eb%b6%84%ec%82%b0covariance%ea%b3%bc-%ec%83%81%ea%b4%80%ea%b3%84%ec%88%98correlation-coefficient-%ea%b3%b5%eb%b6%84%ec%82%b0%ea%b3%bc-%ec%83%81%ea%b4%80%ea%b3%84%ec%88%98%ec%9d%98","status":"publish","type":"post","link":"https:\/\/atmokpo.com\/w\/40836\/","title":{"rendered":"8.\uacf5\ubd84\uc0b0(Covariance)\uacfc \uc0c1\uad00\uacc4\uc218(Correlation Coefficient), \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \ucc28\uc774\uc810\uacfc \uacc4\uc0b0\ubc95"},"content":{"rendered":"<div class=\"post\">\n<p>\n        \ud1b5\uacc4\ud559\uc5d0\uc11c \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \uc774\ud574\ud558\uace0 \ubd84\uc11d\ud558\ub294 \uac83\uc740 \ub370\uc774\ud130 \ubd84\uc11d\uc758 \ud575\uc2ec\uc785\ub2c8\ub2e4. \uc774\ub54c \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub294 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\uc758 \ubc29\ud5a5\uacfc \uac15\ub3c4\ub97c \ud3c9\uac00\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ub450 \uac00\uc9c0 \uc911\uc694\ud55c \uac1c\ub150\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \uc815\uc758, \uacc4\uc0b0 \ubc29\ubc95, \uadf8\ub9ac\uace0 \ub458 \uc0ac\uc774\uc758 \ucc28\uc774\uc810\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.\n    <\/p>\n<h2>1. \uacf5\ubd84\uc0b0(Covariance)<\/h2>\n<p>\n        \uacf5\ubd84\uc0b0\uc740 \ub450 \ubcc0\uc218\uc758 \ubd84\uc0b0\uc774 \uc5b4\ub5bb\uac8c \ud568\uaed8 \ubcc0\ud558\ub294\uc9c0\ub97c \ub098\ud0c0\ub0b4\ub294 \ud1b5\uacc4\uc801 \uc218\uce58\uc785\ub2c8\ub2e4. \uc989, \ub450 \ubcc0\uc218 X\uc640 Y\uac00 \ub3d9\uc2dc\uc5d0 \uc5b4\ub5bb\uac8c \ubcc0\ud654\ud558\ub294\uc9c0\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4. \uc218\ud559\uc801\uc73c\ub85c \uacf5\ubd84\uc0b0\uc740 \ub2e4\uc74c\uacfc \uac19\uc774 \uc815\uc758\ub429\ub2c8\ub2e4:\n    <\/p>\n<p>\n<strong>\uacf5\ubd84\uc0b0 \uacc4\uc0b0\uc2dd:<\/strong><br \/>\n<img decoding=\"async\" alt=\"Covariance formula\" src=\"https:\/\/latex.codecogs.com\/svg.latex?\\text{Cov}(X,Y)=\\frac{1}{N-1}\\sum_{i=1}^{N}(X_i-\\bar{X})(Y_i-\\bar{Y})\"\/>\n<\/p>\n<p>\n        \uc5ec\uae30\uc11c:<\/p>\n<ul>\n<li><strong>Cov(X, Y)<\/strong>: X\uc640 Y\uc758 \uacf5\ubd84\uc0b0<\/li>\n<li><strong>X<sub>i<\/sub><\/strong>: X\uc758 \uac01 \ub370\uc774\ud130 \ud3ec\uc778\ud2b8<\/li>\n<li><strong>Y<sub>i<\/sub><\/strong>: Y\uc758 \uac01 \ub370\uc774\ud130 \ud3ec\uc778\ud2b8<\/li>\n<li><strong>&amp;barX<\/strong>: X\uc758 \ud3c9\uade0<\/li>\n<li><strong>&amp;barY<\/strong>: Y\uc758 \ud3c9\uade0<\/li>\n<li><strong>N<\/strong>: \ub370\uc774\ud130 \ud3ec\uc778\ud2b8\uc758 \uc218<\/li>\n<\/ul>\n<h3>1.1. \uacf5\ubd84\uc0b0\uc758 \ud574\uc11d<\/h3>\n<p>\n        \uacf5\ubd84\uc0b0\uc758 \uac12\uc740 \ub2e4\uc74c\uacfc \uac19\uc774 \ud574\uc11d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n<ul>\n<li>\n<strong>\uc591\uc218<\/strong>: \ubcc0\uc218 X\uc640 Y\uac00 \ud568\uaed8 \uc99d\uac00\ud558\uac70\ub098 \ud568\uaed8 \uac10\uc18c\ud558\ub294 \uacbd\ud5a5\uc774 \uc788\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uc989, \ub450 \ubcc0\uc218\uac00 \uae0d\uc815\uc801\uc778 \uad00\uacc4\ub97c \uac00\uc9d1\ub2c8\ub2e4.\n            <\/li>\n<li>\n<strong>\uc74c\uc218<\/strong>: \ubcc0\uc218 X\uac00 \uc99d\uac00\ud560 \ub54c Y\ub294 \uac10\uc18c\ud558\ub294 \uacbd\ud5a5\uc774 \uc788\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \uc989, \ub450 \ubcc0\uc218\uac00 \ubd80\uc815\uc801\uc778 \uad00\uacc4\ub97c \uac00\uc9d1\ub2c8\ub2e4.\n            <\/li>\n<li>\n<strong>0<\/strong>: \ub450 \ubcc0\uc218 \uac04\uc5d0 \uad00\uacc4\uac00 \uc5c6\uac70\ub098 \uc9c1\uc120\uc801\uc778 \uad00\uacc4\uac00 \uc5c6\uc74c\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.\n            <\/li>\n<\/ul>\n<h2>2. \uc0c1\uad00\uacc4\uc218(Correlation Coefficient)<\/h2>\n<p>\n        \uc0c1\uad00\uacc4\uc218\ub294 \ub450 \ubcc0\uc218 \uac04\uc758 \uc120\ud615 \uad00\uacc4\uc758 \uac15\ub3c4\ub97c \uc815\ub7c9\uc801\uc73c\ub85c \uce21\uc815\ud558\ub294 \ud1b5\uacc4\uc801 \uc218\uce58\uc785\ub2c8\ub2e4. \uc0c1\uad00\uacc4\uc218\ub294 -1\uc5d0\uc11c 1\uae4c\uc9c0\uc758 \uac12\uc744 \uac00\uc9c0\uba70, \uc774 \uac12\uc744 \ud1b5\ud574 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \uba85\ud655\ud558\uac8c \uc774\ud574\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n    <\/p>\n<p>\n<strong>\uc0c1\uad00\uacc4\uc218 \uacc4\uc0b0\uc2dd:<\/strong><br \/>\n<img decoding=\"async\" alt=\"Correlation coefficient formula\" src=\"https:\/\/latex.codecogs.com\/svg.latex?r=\\frac{\\text{Cov}(X,Y)}{\\sigma_X \\sigma_Y}\"\/>\n<\/p>\n<p>\n        \uc5ec\uae30\uc11c:<\/p>\n<ul>\n<li><strong>r<\/strong>: \uc0c1\uad00\uacc4\uc218<\/li>\n<li><strong>Cov(X, Y)<\/strong>: X\uc640 Y\uc758 \uacf5\ubd84\uc0b0<\/li>\n<li><strong>\u03c3<sub>X<\/sub><\/strong>: X\uc758 \ud45c\uc900\ud3b8\ucc28<\/li>\n<li><strong>\u03c3<sub>Y<\/sub><\/strong>: Y\uc758 \ud45c\uc900\ud3b8\ucc28<\/li>\n<\/ul>\n<h3>2.1. \uc0c1\uad00\uacc4\uc218\uc758 \ud574\uc11d<\/h3>\n<p>\n        \uc0c1\uad00\uacc4\uc218\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \ud574\uc11d\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4:<\/p>\n<ul>\n<li>\n<strong>1<\/strong>: \uc644\ubcbd\ud55c \uc591\uc758 \uc120\ud615 \uad00\uacc4(\ubaa8\ub4e0 \ub370\uc774\ud130 \ud3ec\uc778\ud2b8\uac00 \uc9c1\uc120\uc5d0 \ub193\uc784).\n            <\/li>\n<li>\n<strong>-1<\/strong>: \uc644\ubcbd\ud55c \uc74c\uc758 \uc120\ud615 \uad00\uacc4.\n            <\/li>\n<li>\n<strong>0<\/strong>: \ub450 \ubcc0\uc218 \uac04\uc5d0 \uc120\ud615 \uad00\uacc4\uac00 \uc5c6\uc74c.\n            <\/li>\n<li>\n<strong>0 &lt; r &lt; 1<\/strong>: \uc57d\ud55c \uc591\uc758 \uc0c1\uad00\uad00\uacc4.\n            <\/li>\n<li>\n<strong>-1 &lt; r &lt; 0<\/strong>: \uc57d\ud55c \uc74c\uc758 \uc0c1\uad00\uad00\uacc4.\n            <\/li>\n<\/ul>\n<h2>3. \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \ucc28\uc774\uc810<\/h2>\n<p>\n        \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub294 \ubaa8\ub450 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \ub098\ud0c0\ub0b4\uc9c0\ub9cc, \ub2e4\uc74c\uacfc \uac19\uc740 \uba87 \uac00\uc9c0 \uc911\uc694\ud55c \ucc28\uc774\uc810\uc774 \uc788\uc2b5\ub2c8\ub2e4:\n    <\/p>\n<ul>\n<li>\n<strong>\uac12\uc758 \ubc94\uc704<\/strong>: \uacf5\ubd84\uc0b0\uc740 \uc2e4\uc218\ub85c \ud45c\ud604\ub418\uba70, \uadf8 \uac12\uc740 \ubb34\ud55c\ub300\uc5d0 \uc774\ub97c \uc218 \uc788\uc9c0\ub9cc, \uc0c1\uad00\uacc4\uc218\ub294 -1\uacfc 1 \uc0ac\uc774\uc758 \uac12\uc73c\ub85c \uc81c\ud55c\ub429\ub2c8\ub2e4.\n        <\/li>\n<li>\n<strong>\uad00\uacc4\uc758 \uac15\ub3c4<\/strong>: \uacf5\ubd84\uc0b0\uc740 \ub450 \ubcc0\uc218\uc758 \ub2e8\uc704\uc5d0 \ub530\ub77c \ub2ec\ub77c\uc9c0\uae30 \ub54c\ubb38\uc5d0 \ud574\uc11d\uc774 \ubaa8\ud638\ud560 \uc218 \uc788\ub294 \ubc18\uba74, \uc0c1\uad00\uacc4\uc218\ub294 \ub2e8\uc704\uc5d0 \uad00\uacc4\uc5c6\uc774 \uad00\uacc4\uc758 \uac15\ub3c4\ub97c \ub098\ud0c0\ub0b4\uae30 \ub54c\ubb38\uc5d0 \ud574\uc11d\uc774 \uac04\ud3b8\ud569\ub2c8\ub2e4.\n        <\/li>\n<li>\n<strong>\uc815\uaddc\ud654<\/strong>: \uc0c1\uad00\uacc4\uc218\ub294 \uacf5\ubd84\uc0b0\uc744 \uac01 \ubcc0\uc218\uc758 \ud45c\uc900\ud3b8\ucc28\ub85c \ub098\ub204\uc5b4 \uc815\uaddc\ud654\ub41c \uac12\uc774\uc9c0\ub9cc, \uacf5\ubd84\uc0b0\uc740 \uadf8\ub300\ub85c \ub450 \ubcc0\uc218\uc758 \ub2e8\uc704\ub85c \uacc4\uc0b0\ub429\ub2c8\ub2e4.\n        <\/li>\n<\/ul>\n<h2>4. \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218 \uacc4\uc0b0 \uc608\uc81c<\/h2>\n<p>\n        \uc774 \uc139\uc158\uc5d0\uc11c\ub294 \uac04\ub2e8\ud55c \uc608\uc81c\ub97c \ud1b5\ud574 \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub97c \uacc4\uc0b0\ud574\ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \ub450 \ubcc0\uc218 X\uc640 Y\uc758 \ub370\uc774\ud130 \uc138\ud2b8\uac00 \ub2e4\uc74c\uacfc \uac19\ub2e4\uace0 \uac00\uc815\ud569\ub2c8\ub2e4:\n    <\/p>\n<pre>\n    X: [3, 4, 5, 6, 7]\n    Y: [1, 2, 3, 4, 5]\n    <\/pre>\n<h3>4.1. \uacf5\ubd84\uc0b0 \uacc4\uc0b0<\/h3>\n<p>\n        \uba3c\uc800 X\uc640 Y\uc758 \ud3c9\uade0\uc744 \uacc4\uc0b0\ud569\ub2c8\ub2e4:<\/p>\n<ul>\n<li>&amp;barX = (3 + 4 + 5 + 6 + 7) \/ 5 = 5<\/li>\n<li>&amp;barY = (1 + 2 + 3 + 4 + 5) \/ 5 = 3<\/li>\n<\/ul>\n<p>\n        \uc774\uc81c \uacf5\ubd84\uc0b0\uc744 \uacc4\uc0b0\ud569\ub2c8\ub2e4:\n    <\/p>\n<pre>\n    Cov(X,Y) = (1\/(5-1)) * [ (3-5)(1-3) + (4-5)(2-3) + (5-5)(3-3) + (6-5)(4-3) + (7-5)(5-3) ]\n            = (1\/4) * [ 4 + 1 + 0 + 1 + 4 ]\n            = (1\/4) * 10 = 2.5\n    <\/pre>\n<h3>4.2. \uc0c1\uad00\uacc4\uc218 \uacc4\uc0b0<\/h3>\n<p>\n        \ub2e4\uc74c\uc73c\ub85c X\uc640 Y\uc758 \ud45c\uc900\ud3b8\ucc28\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4:<\/p>\n<ul>\n<li>\u03c3<sub>X<\/sub> = sqrt( [(3-5)\u00b2 + (4-5)\u00b2 + (5-5)\u00b2 + (6-5)\u00b2 + (7-5)\u00b2] \/ (5-1) ) = sqrt( [4 + 1 + 0 + 1 + 4] \/ 4 ) = sqrt(10\/4) = sqrt(2.5)<\/li>\n<li>\u03c3<sub>Y<\/sub> = sqrt( [(1-3)\u00b2 + (2-3)\u00b2 + (3-3)\u00b2 + (4-3)\u00b2 + (5-3)\u00b2] \/ (5-1) ) = sqrt( [4 + 1 + 0 + 1 + 4] \/ 4 ) = sqrt(10\/4) = sqrt(2.5)<\/li>\n<\/ul>\n<p>\n        \uc774\uc81c \uc0c1\uad00\uacc4\uc218\ub97c \uacc4\uc0b0\ud569\ub2c8\ub2e4:\n    <\/p>\n<pre>\n    r = Cov(X,Y) \/ (\u03c3_X * \u03c3_Y) = 2.5 \/ (sqrt(2.5) * sqrt(2.5)) = 2.5 \/ 2.5 = 1\n    <\/pre>\n<p>\n        \uc774 \uacb0\uacfc\ub294 X\uc640 Y\uac00 \uc644\ubcbd\ud55c \uc591\uc758 \uc120\ud615 \uad00\uacc4\ub97c \uac00\uc9c4\ub2e4\ub294 \uac83\uc744 \ub098\ud0c0\ub0c5\ub2c8\ub2e4.\n    <\/p>\n<h2>5. \uacb0\ub860<\/h2>\n<p>\n        \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub294 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \ubd84\uc11d\ud558\ub294 \ub370 \ud544\uc218\uc801\uc778 \ub3c4\uad6c\uc785\ub2c8\ub2e4. \uacf5\ubd84\uc0b0\uc740 \ub450 \ubcc0\uc218\uac00 \ud568\uaed8 \uc5b4\ub5bb\uac8c \ubcc0\ud558\ub294\uc9c0\ub97c \ubcf4\uc5ec\uc8fc\uace0, \uc0c1\uad00\uacc4\uc218\ub294 \uadf8 \uad00\uacc4\uc758 \uac15\ub3c4\ub97c \uc815\ub7c9\uc801\uc73c\ub85c \ub098\ud0c0\ub0c5\ub2c8\ub2e4. \ub530\ub77c\uc11c \ub370\uc774\ud130 \ubd84\uc11d \uc2dc, \uc774 \ub450 \uac1c\ub150\uc744 \uc774\ud574\ud558\uace0 \ud65c\uc6a9\ud558\ub294 \uac83\uc740 \ub9e4\uc6b0 \uc911\uc694\ud569\ub2c8\ub2e4.\n    <\/p>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>\ud1b5\uacc4\ud559\uc5d0\uc11c \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \uc774\ud574\ud558\uace0 \ubd84\uc11d\ud558\ub294 \uac83\uc740 \ub370\uc774\ud130 \ubd84\uc11d\uc758 \ud575\uc2ec\uc785\ub2c8\ub2e4. \uc774\ub54c \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub294 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\uc758 \ubc29\ud5a5\uacfc \uac15\ub3c4\ub97c \ud3c9\uac00\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ub450 \uac00\uc9c0 \uc911\uc694\ud55c \uac1c\ub150\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \uc815\uc758, \uacc4\uc0b0 \ubc29\ubc95, \uadf8\ub9ac\uace0 \ub458 \uc0ac\uc774\uc758 \ucc28\uc774\uc810\uc5d0 \ub300\ud574 \uc790\uc138\ud788 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4. 1. \uacf5\ubd84\uc0b0(Covariance) \uacf5\ubd84\uc0b0\uc740 \ub450 \ubcc0\uc218\uc758 \ubd84\uc0b0\uc774 \uc5b4\ub5bb\uac8c \ud568\uaed8 \ubcc0\ud558\ub294\uc9c0\ub97c \ub098\ud0c0\ub0b4\ub294 \ud1b5\uacc4\uc801 \uc218\uce58\uc785\ub2c8\ub2e4. \uc989, \ub450 &hellip; <a href=\"https:\/\/atmokpo.com\/w\/40836\/\" class=\"more-link\">\ub354 \ubcf4\uae30<span class=\"screen-reader-text\"> &#8220;8.\uacf5\ubd84\uc0b0(Covariance)\uacfc \uc0c1\uad00\uacc4\uc218(Correlation Coefficient), \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \ucc28\uc774\uc810\uacfc \uacc4\uc0b0\ubc95&#8221;<\/span><\/a><\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_jetpack_memberships_contains_paid_content":false,"footnotes":""},"categories":[219],"tags":[],"class_list":["post-40836","post","type-post","status-publish","format-standard","hentry","category-219"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v26.2 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>8.\uacf5\ubd84\uc0b0(Covariance)\uacfc \uc0c1\uad00\uacc4\uc218(Correlation Coefficient), \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \ucc28\uc774\uc810\uacfc \uacc4\uc0b0\ubc95 - \ub77c\uc774\ube0c\uc2a4\ub9c8\ud2b8<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/atmokpo.com\/w\/40836\/\" \/>\n<meta property=\"og:locale\" content=\"ko_KR\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"8.\uacf5\ubd84\uc0b0(Covariance)\uacfc \uc0c1\uad00\uacc4\uc218(Correlation Coefficient), \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \ucc28\uc774\uc810\uacfc \uacc4\uc0b0\ubc95 - \ub77c\uc774\ube0c\uc2a4\ub9c8\ud2b8\" \/>\n<meta property=\"og:description\" content=\"\ud1b5\uacc4\ud559\uc5d0\uc11c \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\ub97c \uc774\ud574\ud558\uace0 \ubd84\uc11d\ud558\ub294 \uac83\uc740 \ub370\uc774\ud130 \ubd84\uc11d\uc758 \ud575\uc2ec\uc785\ub2c8\ub2e4. \uc774\ub54c \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\ub294 \ub450 \ubcc0\uc218 \uac04\uc758 \uad00\uacc4\uc758 \ubc29\ud5a5\uacfc \uac15\ub3c4\ub97c \ud3c9\uac00\ud558\ub294 \ub370 \uc0ac\uc6a9\ub418\ub294 \ub450 \uac00\uc9c0 \uc911\uc694\ud55c \uac1c\ub150\uc785\ub2c8\ub2e4. \uc774 \uae00\uc5d0\uc11c\ub294 \uacf5\ubd84\uc0b0\uacfc \uc0c1\uad00\uacc4\uc218\uc758 \uc815\uc758, 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