juniorProbability
What is correlation in probability?
Updated May 17, 2026
Short answer
Correlation measures the strength and direction of linear relationship between variables.
Deep explanation
Correlation is standardized covariance: ρ = Cov(X,Y)/(σXσY). It ranges from -1 to +1 and indicates linear dependency strength.
Real-world example
Correlation between study time and exam scores.
Common mistakes
- Assuming correlation implies causation.
Follow-up questions
- Does correlation imply causation?
- What is nonlinear correlation?