Data Science and Statistics

Correlation, explained

Correlation measures how strongly two variables move together.
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Part of the Semantic Notion technical glossary.

Short Definition

Correlation measures how strongly two variables move together.

Intuition

If one variable tends to increase when another increases, they may be positively correlated.

Technical Definition

Correlation is a statistical association measure, commonly Pearson correlation for linear relationships, ranging from -1 to 1.

Example

Ice cream sales and temperature may be positively correlated.

Common Misunderstandings

Correlation does not prove causation.
Zero linear correlation does not rule out nonlinear relationships.

Same Category

More from Data Science and Statistics

AccuracyAccuracy is the fraction of predictions a model gets correct.AUC ROCAUC ROC summarizes how well a classifier ranks positive examples above negative examples across thresholds.CalibrationCalibration measures whether predicted probabilities match observed frequencies.CausationCausation means that changing one variable would produce a change in another variable under the right conditions.Confidence IntervalA confidence interval is a range that estimates an unknown quantity with uncertainty from sampling.Confusion MatrixA confusion matrix counts correct and incorrect classification outcomes by predicted and actual class.

Related Reading

Essays that use this concept

Data Science and EvaluationCorrelation vs Causation in Data Science

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