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- A relation or form of interdependence between
- two sets of data. In statistics, such
- relations are measured by the calculation of
- coefficients. These generally measure
- correlation on a scale with 1 indicating
- perfect positive correlation, 0 no
- correlation at all, and -1 perfect inverse
- correlation. Correlation coefficients for
- assumed linear relations include the Pearson
- product moment correlation coefficient (known
- simply as the correlation coefficient),
- Kendall's tau correlation coefficient, or
- Spearman's rho correlation coefficient, which
- is used in non-parametric statistics (where
- the data are measured on ordinal rather than
- interval scales). A high correlation does not
- always indicate dependence between two
- variables; it may be that there is a third
- (unstated) variable upon which both depend.
-