Created by Kristoffer Magnusson
Correlation is one of the most widely used tools in statistics. The correlation coefficient summarizes the association between two variables. In this visualization I show a scatter plot of two variables with a given correlation. The variables are samples from the standard normal distribution, which are then transformed to have a given correlation by using Cholesky decomposition. By moving the slider you will see how the shape of the data changes as the association becomes stronger or weaker. You can also look at the Venn diagram to see the amount of shared variance between the variables. It is also possible drag the data points to see how the correlation is influenced by outliers.
If you enjoy my work, or maybe even use it in your own teaching, please consider supporting me on Patreon. My visualizations will always be free to use, but you can show your support by donating a dollar or two for every new visualization I create.
Have any suggestion? Send them to me, my contact info can be found here.