Correlation

Pronunciation: /ˌkɒr əˈleɪ ʃən/ ?

A correlation is the strength and direction of the relationship between two variables.[1] A correlation is measured with a correlation coefficient. A correlation coefficient of 1 means the variables are perfectly related to each other in a positive manner (y ≈ ax + b, a > 0). A correlation coefficient of 0 means the variables are not related to each other (y ≠ x). A correlation coefficient of -1 means the variables are perfectly related to each in a negative manner (y ≈ ax + b, a < 0).

Correlation can be considered the amount of 'noise' in a dataset. This noise can be measurement error or complicating factors.

A number of sets of points plotted on a plane labeled with their correlation coefficient.
Figure 1: Several sets of (x, y) points, with the correlation coefficient of x and y for each set.

Cite this article as:


Correlation. 2010-01-21. All Math Words Encyclopedia. Life is a Story Problem LLC. http://www.allmathwords.org/en/c/correlation.html.

Translations

Image Credits

Revision History


2010-01-21: Added "References" (McAdams, David.)
2008-12-02: Initial version (McAdams, David.)

All Math Words Encyclopedia is a service of Life is a Story Problem LLC.
Copyright © 2005-2011 Life is a Story Problem LLC. All rights reserved.
Creative Commons License This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License