Correlation
Correlation
Correlation (/kɔːrɪˈleɪʃən/) is a statistical measure that describes the degree to which two variables move in relation to each other.
Etymology
The term "correlation" comes from the Latin correlatio, which means "reciprocal relation". It was first used in the English language in the mid-16th century.
Definition
In statistics, correlation is a measure of the relationship between two or more variables. It is expressed as a number between -1 and 1. A correlation of 1 indicates a perfect positive relationship, a correlation of -1 indicates a perfect negative relationship, and a correlation of 0 indicates no relationship.
Types of Correlation
There are several types of correlation, including:
- Pearson correlation coefficient: This is the most commonly used correlation coefficient. It measures the linear relationship between two variables.
- Spearman's rank correlation coefficient: This measures the strength and direction of the monotonic relationship between two ranked variables.
- Kendall's tau: This is a measure of the correspondence between two rankings.
Related Terms
- Covariance: This is a measure of how much two random variables vary together. It is similar to correlation but does not have the normalization that correlation does.
- Regression analysis: This is a set of statistical processes for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables.
- Correlation matrix: This is a table showing correlation coefficients between many variables. Each cell in the table shows the correlation between two variables.
See Also
External links
- Medical encyclopedia article on Correlation
- Wikipedia's article - Correlation
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