Pearson's correlation coefficient


noun
  1. 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

Origin of Pearson's correlation coefficient

1
named after Karl Pearson (1857–1936), British mathematician

Words Nearby Pearson's correlation coefficient

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