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THE INVENTION OF THE STATISTICAL CONCEPT OF CORRELATION. First edition, journal issue in original printed wrappers, of Galton s invention of the statistical concept of correlation, one of the most "fundamental and ubiquitous" ideas in statistics (Stigler, p. 73). "Like all major scientific discoveries, correlation did not appear in a vacuum. It was a concluding step in a 20-year research project" (ibid.). The correlation coefficient measures the strength of the linear relationship between two observed phenomena. It ranges in value from 1 to +1; the closer the correlation coefficient is to 1, the stronger the relationship. It is positive if the increase in the value of one variable may be followed by an increase in the value of the other; if it is negative the increase in the value of one variable may be followed by the decrease in the value of the other. "If one individual can be credited as the founder of the field of behavioural and educational statistics, that individual is Francis Galton . He is responsible for the terms correlation (from co-relation), he discovered the phenomenon of regression to the mean, and he is responsible for the choice of r (for reversion or regression) to represent the correlation coefficient" (Clauser, p. 440). "The major components of what we take to be correlation were in place by 1886 … [notably] a rather full development of the ideas of regression. Galton summarized all this work in his book Natural Inheritance, published in 1889 … But if correlation was not far away, it was still not there, and the word does not appear in Natural Inheritance" (Stigler, p. 75). Galton wrote an account of his discovery of correlation in a paper published in 1890 ( Kinship and correlation, North American Review, vol. 150, pp. 419-431). "The story is told in his 1890 article of how, late in 1888, after Galton had parted with the final revision of the page proofs of Natural Inheritance, he was simultaneously pursuing two superficially unrelated investigations. One was a question in anthropology: If a single thigh bone is recovered from an ancient grave, what does its length tell the anthropologist about the total height or stature of the individual to whom it had belonged? The other was a question in forensic science: What, for the purposes of criminal identification, could be said about the relationship between measurements taken of different parts of the same person (the lengths of different limbs surely did not constitute independent bits of data for purposes of identification)? Galton recognized these problems were identical, and he set to work on them with a data set he had on measures made on 348 adult males … In his 1890 article Galton described how, while plotting these data, it suddenly came to him that the problem was the same as that he had considered in studying heredity, that not only were the two new problems identical in principle with the old one of kinship which I had already solved, but that all three of them were no more than special cases of a much more general problem namely that of Correlation … "There is a breathless quality to part of this narrative: Fearing that this idea, which had become so evident to myself, would strike many others as soon as Natural Inheritance was published, and that I should be justly reproached for having overlooked it, I made all haste to prepare a paper for the Royal Society with the title of Correlation. It was read some time before that the book was published, and it even made its appearance in print a few days the earlier of the two. Actually the title of the article was Co-relations and their measurements, chiefly from anthropometric data. The spelling correlation was common at the time (and used by Galton in subsequent writings) … "To Galton, correlation meant what we might today call intraclass correlation two variables are correlated because they share a common set of influences. He described the effect of correlation on the dispersion of d.
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