Definition:Correlation

Definition

Let $X$ and $Y$ be random variables.

The correlation between $X$ and $Y$ is a measure of how much the value of one is dependent upon the other.

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Also see

• Definition:Correlation Coefficient
• Definition:Multiple Correlation Coefficient

• Results about correlation can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): correlation
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): correlation