Given a constant speed, time and distance are fully correlated. Provide me with the one, and I’ll give you the other. When two variables have nothing to do with each other, we say that they are not correlated.

You wish that would be the end of it. But it is not so. As it is, things are perilously more complicated. By far the most familiar correlation concept is the **Pearson’s correlation**. Pearson’s correlation coefficient checks for linear dependence. Because of it, we say it is a parametric measure. It can return an actual zero even when the two variables are fully dependent on each other (link to cool chart).