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Negative correlation

From Encyclopedia of Mathematics
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A form of correlative dependence between random variables under which the conditional mean value of one of these diminishes as the value of the other increases. One speaks of negative correlation between variables with a correlation coefficient $\rho$ when $\rho<0$. See Correlation (in statistics).

How to Cite This Entry:
Negative correlation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Negative_correlation&oldid=32234
This article was adapted from an original article by A.V. Prokhorov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article