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Pearson's correlation coefficient

noun

  1. 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 fullPearson's product moment correlation coefficient
“Collins English Dictionary — Complete & Unabridged” 2012 Digital Edition © William Collins Sons & Co. Ltd. 1979, 1986 © HarperCollins Publishers 1998, 2000, 2003, 2005, 2006, 2007, 2009, 2012


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Word History and Origins

Origin of Pearson's correlation coefficient1

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

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