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correlation coefficient

   Also found in: Dictionary/thesaurus, Medical, Legal, Financial, Wikipedia, Hutchinson 0.02 sec.
correlation coefficient [‚kär·ə′lā·shən ‚kō·i′fish·ənt]
(statistics)
A measurement, which is unchanged by both addition and multiplication of the random variable by positive constants, of the tendency of two random variablesXandYto vary together; it is given by the ratio of the covariance ofXandYto the square root of the product of the variance ofXand the variance ofY.


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From these two data sets (number of reported tornadoes and population for each decade) a correlation coefficient is calculated where 0 means no correlation and +1 and -1 means one data set can be predicted from the values of the other data set.
The Spearman correlation coefficient by rank was used to examine the correlation between the MTH and MAS ratings.
The prediction accuracy, defined here as the average correlation coefficient for the 21 regions of France, was 0.
 
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