Statistics & Probability · Level 2 of 5
Correlation
A standardized measure of association between variables.
Pearson correlation measures linear association and does not establish causation.
Example
Two measurements move together even though neither causes the other.
Listen to the definition and example
Audio transcript
Correlation. A standardized measure of association between variables. Pearson correlation measures linear association and does not establish causation. For example: Two measurements move together even though neither causes the other.
Explore this concept
A useful analogy
Two clocks moving together do not tell you which one controls the other.
Why it matters
This helps you interpret numerical evidence without overstating what it establishes.
Technical detail
Pearson r = cov(X,Y)/(σ_X σ_Y), where both standard deviations are nonzero. It captures linear association.
Common misconception
Correlation alone does not establish a causal effect.
Start with
Quick recall question
Try answering before looking back at the definition.