# correlation coefficient

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## 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 variables

*X*and*Y*to vary together; it is given by the ratio of the covariance of*X*and*Y*to the square root of the product of the variance of*X*and the variance of*Y*.## correlation coefficient

a measure of the association between two variables. See CORRELATION, PEARSON PRODUCT MOMENT CORRELATION COEFFICIENT, SPEARMAN RANK CORRELATION COEFFICIENT.Want to thank TFD for its existence? Tell a friend about us, add a link to this page, or visit the webmaster's page for free fun content.

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