Correlation coefficient

A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • Correlation coefficient — may refer to: Pearson product moment correlation coefficient, also known as r, R, or Pearson s r, a measure of the strength of the linear relationship between two variables that is defined in terms of the (sample) covariance of the variables… …   Wikipedia

  • correlation coefficient — n. Statistics any of several measures of concomitant variation in two or more variables …   English World dictionary

  • correlation coefficient — noun 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? • Syn:… …   Useful english dictionary

  • correlation coefficient — a statistical measure that when squared gives the degree of association between the values of two random variables. Most correlation coefficients are normalized so that they have values between +1 (perfect correlation) and −1 (perfect… …   Medical dictionary

  • Correlation Coefficient — A measure that determines the degree to which two variable s movements are associated. The correlation coefficient is calculated as: The correlation coefficient will vary from 1 to +1. A 1 indicates perfect negative correlation, and +1 indicates… …   Investment dictionary

  • correlation coefficient — koreliacijos koeficientas statusas T sritis automatika atitikmenys: angl. correlation coefficient vok. Korrelationskoeffizient, m rus. коэффициент корреляции, m pranc. coefficient de corrélation, m …   Automatikos terminų žodynas

  • correlation coefficient — koreliacijos koeficientas statusas T sritis fizika atitikmenys: angl. correlation coefficient vok. Korrelationskoeffizient, m rus. коэффициент корреляции, m pranc. coefficient de corrélation, m …   Fizikos terminų žodynas

  • correlation coefficient — koreliacijos koeficientas statusas T sritis biomedicinos mokslai apibrėžtis Statistinis rodiklis, rodantis tiesinio dviejų ↑kintamųjų ryšio stiprumą. Dažniausiai vartojamas Pearsono koeficientas žymimas r. Jis kinta nuo –1 iki +1. Teigiamosios… …   Lithuanian dictionary (lietuvių žodynas)

  • correlation coefficient — koreliacijos koeficientas statusas T sritis augalininkystė apibrėžtis Rodiklis, rodantis koreliacijos glaudumo laipsnį. atitikmenys: angl. correlation coefficient rus. коэффициент корреляции …   Žemės ūkio augalų selekcijos ir sėklininkystės terminų žodynas

  • correlation coefficient — Statistics. one of a number of measures of correlation, usually assuming values from +1 to 1. Also called coefficient of correlation. [1905 10] * * * …   Universalium

  • correlation coefficient — /kɒrəˌleɪʃən koʊəˈfɪʃənt/ (say koruh.layshuhn kohuh fishuhnt) noun the statistical measure of correlation, called r, having the value +1 for perfect positive linear correlation, 1 for perfect negative linear correlation, and a value of 0 for a… …   Australian English dictionary

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