[SIX SIGMA GLOSSARY ALPHABETICAL INDEX] [SIX SIGMA GLOSSARY INDEX OF TOPICS]

• Coefficient of Correlation
• Correlation
• Pearson's Correlation Coefficient (R)

See Pearson's Correlation Coefficient

Correlation is the strength of the relationship between two variables.

Pearson's Product Moment is the most commonly used coefficient of correlation. It is a coefficient used to specify the strength of the relationship between two variables. It has a value between -1 and +1.

A coefficient of +1 means perfect correlation. A coefficient of -1 means perfect negative correlation (when one variable increases the other decreases). A coefficient close to zero means the variables are not related.

Examples of values of R are:

The measure R² is also often used.