A relation or form of interdependence between
two sets of data. In statistics, such
relations are measured by the calculation of
coefficients. These generally measure
correlation on a scale with 1 indicating
perfect positive correlation, 0 no
correlation at all, and -1 perfect inverse
correlation. Correlation coefficients for
assumed linear relations include the Pearson
product moment correlation coefficient (known
simply as the correlation coefficient),
Kendall's tau correlation coefficient, or
Spearman's rho correlation coefficient, which
is used in non-parametric statistics (where
the data are measured on ordinal rather than
interval scales). A high correlation does not
always indicate dependence between two
variables; it may be that there is a third
(unstated) variable upon which both depend.