MediumProbabilitypr-376

Correlation from Covariance

Problem

The correlation coefficient is Cov(X, Y) / (sigma_X sigma_Y).

Given the covariance and the two standard deviations (positive), return the correlation.

Hint

It normalizes away the scales.

case 1

in: [2,1,2]

expected: 1

case 2

in: [0,3,1]

expected: 0

case 3

in: [-1,1,1]

expected: -1

Starter codePython

def correlation_from_covariance(cov, sigma_x, sigma_y):
    # Your code here
    pass

3 test cases · run your code against them in the editor