Difference between revisions of "Correlation"
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Correlation
1. In statistics, a relationship between two occurrences which is
expressed as number between minus one (-1) and plus one (+1).
2. When used without further qualification, the statistical term
correlation usually refers to simple, linear correlation between two
variables x and y and is measured by the product-moment
coefficient of correlation Missing Image:IMG src="c_files/rhosm.gif" or its sample
estimate r defined as follows, where the respective population mean
values of x and y are denoted by Missing Image:IMG src="c_files/xism.gif"
and Missing Image:IMG src="c_files/zetasm.gif", the respective standard deviations by Missing Image:IMG
src="c_files/sigmasm.gif"( x ) and Missing Image:IMG src="c_files/sigmasm.gif"(
y ), and where E is the expected value:
Missing Image:IMG height=54 src="c_files/68cor2.gif" width=199
The
product-moment E[(x - Missing Image:IMG src="c_files/xism.gif"')(y - Missing Image:IMG
src="c_files/zetasm.gif")] is usually called the covariance of x and
y. See autocorrelation,
multiple
correlation, partial
correlation. </P>
In connection with correlation, the word simple is used in
contradistinction to other qualifiers such as multiple or
partial. The word linear refers to a linear relationship between
the two variables, or more precisely, to a linear approximation of the regression
function of either variable with respect to the other. [[/A>|/A>]]
References
This article is based on NASA's Dictionary of Technical Terms for Aerospace Use
