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.

Other measures of dependence among random variables

To get a measure for more general dependencies in the data (also nonlinear) it is better to use the correlation ratio which is able to detect almost any functional dependency, or mutual information which detects even more general dependencies.

Related Topics:
Correlation ratio - Mutual information

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