*“Correlation is not transitive. … The non-transitivity of correlation is somehow obvious and mysterious at the same time.”*

[How not to be wrong, Jordan Ellenberg]

** In** Hollywood, the Bacon Number of an actress/actor represents the closest connectivity to the actor, Keven Bacon through movies. Surprisingly, we observed that almost all the actresses/actors can be connected to Keven Bacon within six steps, called this: “Six Degrees of Separation” or “Small World.” This concept originally stems from “Erdős Number” in mathematics and science research, representing a collaborative distance to the mathematician, Paul Erdős. (My Erdős number is 4 by-the-way). What a small world and we feel that everybody is connected!

** Sometimes**, we confuse a correlation with a connection (or relation). A correlation is not transitive. Even though A and B are strongly correlated and B and C are also correlated, nobody can guarantee that A and C are correlated. However, we often think that there should be a correlation between A and C because we get used to syllogistic reasoning. Moreover, when we mixed up with causality, correlation, and relation, it’s a disaster. So, please do not make any transitivity for mutually correlated data. Also, we keep in mind that uncorrelated data can have a relationship with each other. We, you and I, are connected in the small world but we may not (or may) be correlated with each other.