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from Wikipedia, the free encyclopedia

Correlation

In probability theory and statistics, correlation, also called correlation coefficient, indicates the strength and direction of a linear relationship between two random variables.

In general statistical usage, correlation or co-relation refers to the departure of two variables from independence, although correlation does not imply causality.

In this broad sense there are several coefficients, measuring the degree of correlation, adapted to the nature of data.

Note: This article excerpts material from the Wikipedia article "Correlation", which is released under the GNU Free Documentation License.

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