Comment by Mathnerd314

The right place to add it would be here AFAICT: https://en.wikipedia.org/wiki/Correlation#Other_measures_of_.... The article on Pearson's shouldn't get sidetracked by discussing other types of variables. (or rather, it already has too many)

But the part that one would add would not necessarily be the definition of the coefficient ξn, but rather the interesting discussion at the beginning about what makes for a good correlation coefficient.