Correlation
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In statistics and probability theory, correlation (also called correlation coefficient) means the strength and direction of a linear relationship between two random variables.
In general statistical usage, correlation means the departure of two variables from independence, although correlation does not imply causation.
A number of different coefficients are used for different situations.[1].
[change] Notes and references
- ↑ The best known is the Pearson product-moment correlation coefficient, which is obtained by dividing the covariance of the two variables by the product of their standard deviations. Despite its name, it was first introduced by Francis Galton
[change] See also
- Cohen, J., Cohen P., West, S.G., & Aiken, L.S. (2003). Applied multiple regression/correlation analysis for the behavioral sciences. (3rd ed.) Hillsdale, NJ: Lawrence Erlbaum Associates.
[change] Other websites
- Correlation measures the strength of a linear relationship between two variables.
- Statsoft Electronic Textbook
- Pearson's Correlation Coefficient - How to calculate it quickly
- Learning by Simulations - The distribution of the correlation coefficient
- CorrMatr.c simple program for correlation matrix calculation
- Understanding Correlation - Introductory material by a U. of Hawaii Prof.
