correlation coefficient


noun Statistics.

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

Origin of correlation coefficient

First recorded in 1905–10
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British Dictionary definitions for correlation coefficient

correlation coefficient


noun

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 zeroSee also Pearson's correlation coefficient, Spearman's rank-order coefficient
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