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Pearson's correlation coefficient

a statistic measuring the linear relationship between two variables in a sample and used as an estimate of the correlation in the whole population, given by r = Cov (X, Y)/√[(Var(X).Var(Y)] In full Pearson's product moment correlation coefficient
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named after Karl Pearson (1857–1936), British mathematician
Collins English Dictionary - Complete & Unabridged 2012 Digital Edition
© William Collins Sons & Co. Ltd. 1979, 1986 © HarperCollins
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