Glossary · Phase 2 · Math, when you need it
Correlation
Covariance divided by both standard deviations: a number from -1 to 1 for how closely two variables follow a straight line.
Try it now
A straight-line fit with R², which for one variable is the correlation squared. Drag a single point far from the others.
Learn it properly
Correlation and the shape of data · Covariance and correlation, curves, outliers and common causes, rank correlation, skew and kurtosis. About 30 minutes.
Other terms from the same lesson
- kurtosis: How heavy a distribution's tails are: how often extreme values appear compared with a normal distribution.
- Simpson's paradox: A relationship that points one way within every group and the other way when the groups are pooled.
- skewness: How lopsided a distribution is. Right-skewed data has a long upper tail, which pulls the mean above the median.
- Spearman correlation: Pearson's correlation computed on ranks: it measures whether two numbers always move the same way, and resists outliers.
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