Pearson's correlation coefficient


noun

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

Word Origin for Pearson's correlation coefficient

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