Statistics and Probability · Regression

Correlation

A single number summarizing how strongly, and in what direction, two variables move together.

Also known as: Pearson correlation coefficient, r.

Start a lesson on Correlation

Learn first

• Joint distributions: How two random variables behave together, including whether knowing one tells you anything about the other.

Leads to

• Linear regression: Fitting a straight line that best predicts one variable from another, and reading its slope as an effect size.

Related topics

• Linear regression: Fitting a straight line that best predicts one variable from another, and reading its slope as an effect size.