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单词 spurious correlation
释义
spurious correlation

Mathematics
  • Where two variables possess a correlation but the link between them is not direct but through another variable, often time or size. For example, the recorded number of burglaries and the number of teachers in towns in the UK show a strong positive correlation, but this is because both of them have a positive correlation with the size of the town.


Statistics
  • The term used by Karl Pearson in 1897 when describing a situation displaying a nonsense correlation.


Economics
  • Statistically significant estimated correlation between two random variables observed in a sample when the true correlation between these variables is zero. The most common cause of spurious correlation between two uncorrelated and possibly independent time series is the presence of a trend in both.


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