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Correlation - Wikipedia, the free encyclopedia |
 | | The correlation is 1 in the case of an increasing linear relationship, −1 in the case of a decreasing linear relationship, and some value in between in all other cases, indicating the degree of linear dependence between the variables. |
 | | This is because the interpretation of a correlation coefficient depends on the context and purposes. |
 | | The correlation coefficient completely defines the dependence structure only in very particular cases, for example when the cumulative distribution functions are elliptic (as with, for example, the multivariate normal distribution). |
| en.wikipedia.org /wiki/Correlation (1293 words) |
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