Correlation

Pronunciation: /ˌkɒr əˈleɪ ʃən/ Explain

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:

McAdams, David E. Correlation. 6/29/2018. All Math Words Encyclopedia. Life is a Story Problem LLC. http://www.allmathwords.org/en/c/correlation.html.

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Revision History

6/25/2018: Removed broken links, updated license, implemented new markup, updated GeoGebra apps. (McAdams, David E.)
1/21/2010: Added "References". (McAdams, David E.)
12/2/2008: Initial version. (McAdams, David E.)

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