correlation coefficient

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.

McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.

correlation coefficient

a measure of the association between two variables. See CORRELATION, PEARSON PRODUCT MOMENT CORRELATION COEFFICIENT, SPEARMAN RANK CORRELATION COEFFICIENT.

Collins Dictionary of Sociology, 3rd ed. © HarperCollins Publishers 2000