When we deal with crisp data, it is very common to find the correlation between variables. Here, we propose a method to calculate the correlation coefficient for fuzzy data, but rather than defining the correlation on the intuitionistic fuzzy sets like most of the previous works, we adopt the method from mathematical statistics. The value computed from our formula not only provides us the strength of the relationship of fuzzy sets, but also shows that the fuzzy sets are positively or negatively correlated.