A correlation between to things A and B is the observation that they change in a similar pattern. If last Tuesday effect A doubled, and effect B doubled at the same time, and that was part of a consistent pattern, you’d say that they were correlated.
Unfortunately our primitive brains have a built-in cognitive bias that disposes us to assume that two things that change together are linked by a causal relationship, one *making* the other change.
The possibilities that we give too much weight to are that A caused B or that B caused A. The one we forget is that maybe C caused the change in both A and B; and that there’s not just one C effect, there’s the infinite series of phenomena in the environment C1, C2, C3…. Cn that could be doing it.
It helps to look at [weird correlations](http://tylervigen.com/spurious-correlations), where it would be ludicrous to believe that one caused the other. For example: there’s a 95.8% correlation between the per capita consumption of mozzarella and the number of civil engineering doctorates awarded. Nobody actually thinks that eating a particular kind of cheese determines how many people chose to study a given discipline 3 years before they ate it, but the correlation is strong. But correlation does **not** imply causation.
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