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correlation

correlation

In probability theory and statistics, correlation, also called correlation coefficient, indicates the strength and direction of a linear relationship between two random variables. In general statistical usage, correlation or co-relation refers to the departure of two variables from independence.

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Keywords and Synonyms

  • correlation, Statistical correlation, Correlation coefficient, Positive correlation, Pearson's correlation coefficient, Correlations, Correlated, Correlation matrix, Correlate, Correlational research


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Last update: July 1, 2008