Dictionary.com
definitions
  • synonyms

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
Show More

Word Origin

named after Karl Pearson (1857–1936), British mathematician
Collins English Dictionary - Complete & Unabridged 2012 Digital Edition © William Collins Sons & Co. Ltd. 1979, 1986 © HarperCollins Publishers 1998, 2000, 2003, 2005, 2006, 2007, 2009, 2012