The Cronbach Alpha coefficient.
function CronbachAlpha(const Data: TMtx): double;
the Cronbach Alpha coefficient, defined by the following relation:
where K defines number of items (Data columns) and sigma(i,j) estimated covariance between item i and j.
Cronbach's Alpha measures how well a set of items (or variables) measures a single unidimensional latent construct. When data have a multidimensional structure, Cronbach's Alpha will usually be low. Technically speaking, Cronbach's Alpha is not a statistical test - it is a coefficient of reliability (or consistency).
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