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Correlation

In statistics, correlation is a type of statistical relationship between two random variables or bivariate data. It usually refers to the extent to which a pair of quantities are linearly related. More generally, an arbitrary relationship between variables is called an association, meaning the degree to which the variability in one can be accounted for…

Standards, Other measures of association among random variables & Correlation matrices

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Overview

Coefficients

Common misconceptions

Properties

Correlation matrices

Bivariate normal distribution

Other measures of association among random variables

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Map overview Semantic statistics

Correlation

Nodes100
Edges99
Triples100
Avg. degree1.98
Density0.02
Components1

How this topic connects Entity context

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Correlation

Top relations

related to Further reading · 14
Correlation → California, EMS Press, Encyclopedia, Equals, February, Francis, ISBN, John Nicholas Zorich, Mathematics, Oestreicher, Omega Cat Press, Plague, Taylor, The History
related to Sensitivity to the data distribution · 11
Correlation → Dependencies, II, III, Most, Several, Some, That, The, This, Thorndike's, Thus
related to External links · 10
Correlation → April, Archived, Biomedical StatisticsR-Psychologist Correlation, Flash, Juha Puranen, MathWorld, MATLAB Toolbox, Proof, Sample Bivariate Correlation, Weighted Correlation Coefficients
related to Other measures of association among random variables · 10
Correlation → Another, For, In, Pearson's, Randomized Dependence Coefficient, See, The, The RDC, They, This
related to Rank correlation coefficients · 9
Correlation → However, If, It, Kendall's, Pearson, Pearson's, Rank, Spearman's, To
related to Pearson's product-moment coefficient · 8
Correlation → Depending, Equivalently, Francis Galton, It, Karl Pearson, Pearson, Pearson's, The
related to Simple linear correlations · 8
Correlation → Anscombe's, Finally, Francis Anscombe, However, In, Pearson, The, The Pearson
related to Correlation and causality · 7
Correlation → Consequently, Does, However, In, Or, The, This
related to Correlation matrices · 6
Correlation → Consequently, If, Moreover, The, This, Thus
related to Nearest valid correlation matrix · 4
Correlation → Dykstra's, Frobenius, Higham, In

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Important terminology

variables coefficient displaystyle relationship two one linear pearson matrix data example dependence distribution coefficients independent measures pearson's random correlations rank

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
Correlationis atype of statistical relationship between two random variables or bivariate data0.90text
being unbiasedinstance ofSample-based statistics intended to estimate population measures of dependence may or may not have desirable statistical properties0.80text
or asymptotically consistentinstance ofSample-based statistics intended to estimate population measures of dependence may or may not have desirable statistical properties0.80text
based on the spatial structure of the population from which the data were sampled.Sensitivity to the data distribution can be used to an advantageinstance ofSample-based statistics intended to estimate population measures of dependence may or may not have desirable statistical properties0.80text
the number of parameters required to estimate theminstance ofwhich are distinguished by factors0.80text
Yule's Yinstance ofRelated statistics0.80text
Yule's Q normalize this to the correlation-like rangeinstance ofRelated statistics0.80text
Correlationrelated to Bivariate normal distributionIf0.60section
Correlationrelated to Bivariate normal distributionThe0.60section
Correlationrelated to Correlation and causalityThe0.60section
Correlationrelated to Correlation and causalityThis0.60section
Correlationrelated to Correlation and causalityHowever0.60section

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