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Pearson's coefficient of correlation : ウィキペディア英語版
Pearson product-moment correlation coefficient

In statistics, the Pearson product-moment correlation coefficient () (sometimes referred to as the PPMCC or PCC or Pearson's ''r'') is a measure of the linear correlation between two variables ''X'' and ''Y'', giving a value between +1 and −1 inclusive, where 1 is total positive correlation, 0 is no correlation, and −1 is total negative correlation. It is widely used in the sciences as a measure of the degree of linear dependence between two variables. It was developed by Karl Pearson from a related idea introduced by Francis Galton in the 1880s.〔See:
* As early as 1877, Galton was using the term "reversion" and the symbol "''r''" for what would become "regression". F. Galton (5, 12, 19 April 1877) "Typical laws of heredity," ''Nature'', 15 (388, 389, 390) : 492–495 ; 512–514 ; 532–533. (In the "Appendix" on page 532 ), Galton uses the term "reversion" and the symbol ''r''.
* (F. Galton) (24 September 1885), ("The British Association: Section II, Anthropology: Opening address by Francis Galton, F.R.S., etc., President of the Anthropological Institute, President of the Section," ) ''Nature'', 32 (830) : 507–510.
* Galton, F. (1886) ("Regression towards mediocrity in hereditary stature," ) ''Journal of the Anthropological Institute of Great Britain and Ireland'', 15 : 246–263.〕〔Karl Pearson (20 June 1895) ("Notes on regression and inheritance in the case of two parents," ) ''Proceedings of the Royal Society of London'', 58 : 240–242.〕 Early work on the distribution of the sample correlation coefficient was carried out by Anil Kumar Gain and R. A. Fisher from the University of Cambridge.
==Definition==
Pearson's correlation coefficient is the covariance of the two variables divided by the product of their standard deviations. The form of the definition involves a "product moment", that is, the mean (the first moment about the origin) of the product of the mean-adjusted random variables; hence the modifier ''product-moment'' in the name.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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