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From Wikipedia we can read:

In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or two sets of data. Correlation is any of a broad class of statistical relationships involving dependence, though in common usage it most often refers to the extent to which two variables have a linear relationship with each other. Familiar examples of dependent phenomena include the correlation between the physical statures of parents and their offspring, and the correlation between the demand for a product and its price.

They introduce some concepts: dependence (or association), causality, correlation and statistical relationship.

Ok, (linear) correlation does not imply causation and that's fine, but I do not clearly understand the differences between aforementioned concepts, introduced in that wikipedia article.

I read a lot of post on this community but I did not find a complete answer to this question.

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    $\begingroup$ I may have answered your question here: stats.stackexchange.com/a/208418/57345 $\endgroup$ Commented Jul 27, 2016 at 21:12
  • $\begingroup$ @LizzieSilver I read! But Can you provide a formal definition of the four concepts that I mentioned? $\endgroup$ Commented Jul 27, 2016 at 21:31

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