correlation coefficient

Origin of correlation coefficient

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

correlation coefficient

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