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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=42 src="c_files/68cor.gif" width=147
Missing Image:IMG height=54 src="c_files/68cor2.gif" width=199


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>]]


This article is based on NASA's Dictionary of Technical Terms for Aerospace Use