Correlational statistics

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Correlation

Dictionary definition of "correlation":

cor·re·la·tion   Pronunciation Key  (kôr-lshn, kr-) n. A causal, complementary, parallel, or reciprocal relationship, especially a structural, functional, or qualitative correspondence between two comparable entities: a correlation between drug abuse and crime.

Statistics. The simultaneous change in value of two numerically valued random variables: the positive correlation between cigarette smoking and the incidence of lung cancer; the negative correlation between age and normal vision.

An act of correlating or the condition of being correlated.

(Medieval Latin correlti, correltin-  : Latin com-, com- + Latin relti, relation, report (from reltus, past participle of referre, to carry back. See relate).)

Source: The American Heritage® Dictionary of the English Language, Fourth Edition Copyright © 2000 by Houghton Mifflin Company. Published by Houghton Mifflin Company. All rights reserved.


Pearson r product moment correlation measure: a measure of linear correlation
(i.e. non-linear relationships will have low correlations, even if causal: correlation of distance vs. time for a ball thrown upward that falls back down is 0, even though completely predictable and causal, because it is upsidedown U-shaped)

  • action: A -> B
  • common reaction: C-> A and C -> B
  • interaction: A <-> B

A high correlation can be the result of action (causality) but it can also be the result of common reaction or of interaction