## CORRELATION

It is the measure of dependence between two variables. There is correlation between the variables, when there is a linear relationship.

Collinearity can be measured using various indexes, among which the best known is the correlation coefficient of Bravais-Pearson: which is equal to the ratio of the covariance between the variables divided by the product of the standard deviations of the variables. If the index takes values positive, negative, zero, the variables are said, respectively, directly related, indirectly related, uncorrelated.

Bibliography

Guseo R., Statistica, CEDAM, 2006.

Leti G., Statistica descrittiva, Il Mulino, 1999.

Editor: Giuliano DI TOMMASO