correlation coefficient

noun

, Statistics.

1. one of a number of measures of correlation, usually assuming values from +1 to −1.

correlation coefficient

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

Word History and Origins

Origin of correlation coefficient¹

First recorded in 1905–10

Example Sentences

And he rattles off mathematical terms such as “correlation coefficient” and “sixth order polynomial” that might not be familiar to his audience.

From Los Angeles Times

A low “correlation coefficient,” marked in blue, is usually an indicator of spiky objects in the atmosphere that aren’t rain or hail.

From Washington Post

Their correlation coefficient has risen to 0.41 now from 0.1 in September, where zero means no correlation and 1 implies perfectly synchronised movement.

From Reuters

The correlation coefficient from comparing the increase in bar foot traffic and the increase in cases per capita three weeks later is .489 for 43 point.

From Washington Post

One minus the Pearson correlation coefficient was used as the distance measure, and average linkage was used for hierarchical clustering.

From Nature