---
tag: 0DNN9B6Q2F
kind: concept
name: Correlation coefficient
aliases: [pearson-correlation-coefficient, correlation, pearson-r]
msc: [62H20]
sources:
  - url: https://en.wikipedia.org/wiki/Pearson_correlation_coefficient
    locator: lead section
same_as:
  wikidata: Q1136628
  wikipedia: Pearson correlation coefficient
---

## Summary

The correlation coefficient of two random variables is their covariance divided by the product of their standard deviations. It is a number in $[-1, 1]$ that measures the strength of a linear relation.
The node [[correlation coefficient|04CTY6XYWN]] gives the precise definition.