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单词 correlation coefficient or coefficient of correlation
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correlation coefficient or coefficient of correlation
c. In Statistics, an interdependence of two or more variable quantities such that a change in the value of one is associated with a change in the value or the expectation of the others; also, the value of this as represented by a correlation coefficient. So correlation coefficient or coefficient of correlation: a number between −1 and 1 calculated so as to represent the linear interdependence of two variables or two sets of data; spec. the product-moment coefficient (see product n.1).
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the world > relative properties > number > probability or statistics > [noun] > variable > relationship between sets of variables
correlation1888
regression1895
intercorrelation1901
covariation1925
multicollinearity1934
the world > relative properties > number > probability or statistics > [noun] > variable > relationship between sets of variables > coefficient of correlation
correlation coefficient or coefficient of correlation1888
product moment1895
Pearson1903
rho1907
Spearman1907
phi coefficient1929
1888 F. Galton in Proc. Royal Soc. 45 143 The statures of kinsmen are co-related variables; thus, the stature of the father is correlated to that of the adult son,..and so on; but the index of co-relation..is different in the different cases.
1896 K. Pearson in Proc. Royal Soc. 59 302 Let r0 be the coefficient of correlation between parent and offspring.
1896 K. Pearson in Proc. Royal Soc. 59 303 We conclude that there is a sensible correlation (circa 0·18) between fertility and height in the mothers of daughters.
1899 R. Mayo-Smith Statistics & Econ. 10 The third step in statistical method is correlation: i.e. to compare different phenomena with each other, in order to establish relations of co-existence or of sequence.
1901 A. L. Bowley Elem. Statistics 316 Correlation is a quantity which can be measured numerically; and its measurement has been the subject of much recent mathematical investigation.
1909 W. Elderton & E. Elderton Primer Statistics 57 In such cases there is no relationship, therefore, between length and breadth, and we say that the ‘coefficient of correlation’ is zero.
1933 Forestry 7 27 It may be stated that a correlation coefficient is a number expressing the degree of correlation between two variates, as, for example, weight and volume, or specific gravity and strength. A correlation coefficient of +1 indicates a direct linear relation, a coefficient of −1 indicates an inverse linear relation, while one of 0·0 indicates absence of relations between the variates.
1943 N. Balchin Small Back Room i. 8 There's a positive correlation between penetration and the height of the man firing.
1960 F. Land Lang. Math. xiv. 247 We need to be able to describe this gradation from perfect correlation to no correlation at all, and for this purpose we can calculate a ‘correlation coefficient’.
1964 R. von Mises Math. Theory Probability & Statistics xi. 572 Out of 239 patients treated with serum, 9 patients died, and out of 244 left without serum, 29 died. Compute the correlation coefficient between treatment and recovery.
1969 Computers & Humanities 3 145 After correlation coefficients are computed for every pair of variables, they are entered in a correlation matrix which summarizes the degree of similarity between pairs of variables.
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