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

Based on all rolling 12-month periods since 2013, the correlation coefficient between these two assets is minus 27%.

From MarketWatch • Jan. 23, 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

The correlation coefficient for X and Y is known to be zero.

From Textbooks • Nov. 29, 2017

The correlation coefficient between the mean weight of adults and the amount of rainfall for the summer months was 0.68.

From A Population Study of the Prairie Vole (Microtus ochrogaster) in Northeastern Kansas by Martin, Edwin P.