An Advanced Treatment of Regression and Correlation

Abstract

In ordinary mathematical analysis, we are accustomed to think of rigorous functional relationships existing between two or more variables; and a major object of scientific research is the discovery of general laws connecting fundamental variables. Where random variables are concerned, however, the concept of functional dependence must be replaced by the broader one of statistical dependence. In such cases the relationships between variables are reflected in their joint distribution.

Mathematics is the door and key to the sciences. Roger Bacon (1220–1292)