Pearson's correlation coefficient

Pearson's correlation coefficient

n
(Statistics) 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 full: Pearson's product moment correlation coefficient
[named after Karl Pearson (1857–1936), British mathematician]
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