Correlation

Correlations are used to test the relationships between two variables. In probability theory and statistics, correlation (often measured as a correlation coefficient) indicates the strength and direction of a linear relationship between two random variables.

That is in contrast with the usage of the term in colloquial speech, denoting any relationship, not necessarily linear. In general statistical usage, correlation or co-relation refers to the departure of two random variables from independence. In this broad sense there are several coefficients, measuring the degree of correlation, adapted to the nature of the data.

A number of different coefficients are used for different situations. The best known is the Pearson product-moment correlation coefficient, which is obtained by dividing the covariance of the two variables by the product of their standard deviations.