Pearson's correlation coefficient

World English Dictionary
Pearson's correlation coefficient
 
n
In full: Pearson's product moment correlation coefficient 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)]
 
[named after Karl Pearson (1857--1936), British mathematician]

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