Thank you for this. I learnt probability from Sheldon Ross. I now realise I don't grok correlations at all! I had the exact same mistakes in my mental model of

Thank you for this. I learnt probability from Sheldon Ross. I now realise I don't grok correlations at all! I had the exact same mistakes in my mental model of correlation as OP. Where do I go (what do I read) to get a good account of correlation?