correlation coefficient

American  

noun

Statistics.

1. one of a number of measures of correlation, usually assuming values from +1 to −1.

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correlation coefficient British  

noun

1. statistics a statistic measuring the degree of correlation between two variables as by dividing their covariance by the square root of the product of their variances. The closer the correlation coefficient is to 1 or –1 the greater the correlation; if it is random, the coefficient is zero See also Pearson's correlation coefficient Spearman's rank-order coefficient

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Etymology

Origin of correlation coefficient

First recorded in 1905–10

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Example Sentences

See Examples For:

correlation coefficient

In an interview, he pointed out that the correlation coefficient rises mechanically during periods of heightened volatility — such as what we’ve seen in recent years.

From MarketWatch ● Apr. 30, 2026

However, the correlation coefficient between the two rose to 0.97 — a correlation of 1.00 means they always move in the same direction — compared with a year-to-date correlation of just 0.55.

From MarketWatch ● Dec. 1, 2025

According to Kim, people often think first of Pearson's correlation coefficient when they hear the word agreement, since it is introduced early in statistics education and remains a fundamental tool.

From Science Daily ● Nov. 14, 2025

The correlation coefficient r ranges in value from -1 to 1.

From Textbooks ● Nov. 29, 2017

For instance, if we measured the relation between the number of berry pickers employed and the quantity of berries remaining unpicked, in a number of different fields we would get a negative correlation coefficient.

From The Social Direction of Evolution An Outline of the Science of Eugenics by William E. Kellicott

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