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

Example Sentences

See Examples For:

correlation coefficient

Over rolling five-year periods since 1968, the correlation coefficient between monthly changes in gold and the GPR has varied from a low of minus 0.28 to a high of plus 0.33.

From MarketWatch ● Jun. 8, 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

To provide mathematical precision to the measurement of what we see we use the correlation coefficient.

From Textbooks ● Nov. 29, 2017

Moreover, the nature of our data is such that even if there is a strong connection between solar changes and earth movements, we should not expect a large correlation coefficient.

From Climatic Changes Their Nature and Causes by Huntington, Ellsworth