Correlation

::This article is about the correlation coefficient between two random variables. The term correlation can also mean the cross-correlation of two functions or electron correlation in molecular systems.

Related Topics:
Cross-correlation - Function - Electron correlation

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In probability theory and statistics, correlation, also called correlation coefficient, is a numeric measure of the strength of linear relationship between two random variables. In general statistical usage correlation or co-relation refers to the departure of two variables from independence. In this broad sense there are several coefficients, measuring the degree of correlation, adapted to the nature of data.

Related Topics:
Probability theory - Statistics - Random variable

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A number of different coefficients are used for different situations. The best known is the Pearson product-moment correlation coefficient, which is found 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.

Related Topics:
Pearson product-moment correlation coefficient - Covariance - Standard deviation - Francis Galton

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