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A measure of the interdependence of two random variables that ranges in value from -1 to +1, indicating perfect negative correlation at -1, absence of correlation at zero, and perfect positive correlation at +1. Also called coefficient of correlation.
(Statistics) statistics a statistic measuring the degree of correlation between two variables as by dividing their covariance by the square root of the product of their variances. The closer the correlation coefficient is to 1 or –1 the greater the correlation; if it is random, the coefficient is zero. See also Pearson's correlation coefficient, Spearman's rank-order coefficient
one of a number of measures of statistical correlation, usu. assuming values from + 1 to −1.
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|Noun||1.||correlation coefficient - a statistic representing how closely two variables co-vary; it can vary from -1 (perfect negative correlation) through 0 (no correlation) to +1 (perfect positive correlation); "what is the correlation between those two variables?"|
statistics - a branch of applied mathematics concerned with the collection and interpretation of quantitative data and the use of probability theory to estimate population parameters
parametric statistic - any statistic computed by procedures that assume the data were drawn from a particular distribution
Pearson product-moment correlation coefficient, product-moment correlation coefficient - the most commonly used method of computing a correlation coefficient between variables that are linearly related
multiple correlation coefficient - an estimate of the combined influence of two or more variables on the observed (dependent) variable
biserial correlation, biserial correlation coefficient - a correlation coefficient in which one variable is many-valued and the other is dichotomous
chance-half correlation, split-half correlation - a correlation coefficient calculated between scores on two halves of a test; taken as an indication of the reliability of the test