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Correlation

Correlation is the degree to which two or more quantities are linearly associated. In a two-dimensional plot, the degree of correlation between the values on the two axes is quantified by the so-called correlation coefficient.

Correlating values of a variable X with corresponding values at a different time is called autocorrelation.

See also

Autocorrelation, Correlation Coefficient, Cross-Correlation, Geometric Correlation, Recurrence Plot, Statistical Correlation

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References

Kenney, J. F. and Keeping, E. S. "Linear Regression and Correlation." Ch. 15 in Mathematics of Statistics, Pt. 1, 3rd ed. Princeton, NJ: Van Nostrand, pp. 252-285, 1962.Snedecor, G. W. and Cochran, W. G. "Correlation." Ch. 10 in Statistical Methods, 7th ed. Ames, IA: Iowa State Press, pp. 175-193, 1980.Spiegel, M. R. "Correlation Theory." Ch. 14 in Theory and Problems of Probability and Statistics, 2nd ed. New York: McGraw-Hill, pp. 294-323, 1992.Whittaker, E. T. and Robinson, G. "Correlation." Ch. 12 in The Calculus of Observations: A Treatise on Numerical Mathematics, 4th ed. New York: Dover, pp. 317-342, 1967.

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Correlation

Cite this as:

Weisstein, Eric W. "Correlation." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Correlation.html

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