In general, a mutual relationship between variables or other entities.

In statistical terminology, it is a form of statistical dependence.

When used without further qualification, the statistical term correlation usually refers to simple, linear correlation between two variables x, y and is measured by the product-moment coefficient of correlation or its sample estimate r defined as follows, where the respective population mean values of x and y are denoted by ξ and ζ, the respective standard deviations by σ(x) and σ( y), and where E is the expected value: