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Correlation coefficient

   Also found in: Dictionary/thesaurus, Medical, Legal, Encyclopedia, Wikipedia, Hutchinson 0.01 sec.
Correlation coefficient
A standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the product of the standard deviations of two variables.


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From these two data sets (number of reported tornadoes and population for each decade) a correlation coefficient is calculated where 0 means no correlation and +1 and -1 means one data set can be predicted from the values of the other data set.
The Spearman correlation coefficient by rank was used to examine the correlation between the MTH and MAS ratings.
The prediction accuracy, defined here as the average correlation coefficient for the 21 regions of France, was 0.
 
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