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

Words nearby correlation coefficient

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 zero See also Pearson's correlation coefficient, Spearman's rank-order coefficient