Pearson Correlation - SoojungHong/StatisticalMind GitHub Wiki

In statistics, the Pearson correlation coefficient (PCC, pronounced /ˈpɪərsən/), also referred to as Pearson's r, the Pearson product-moment correlation coefficient (PPMCC) or the bivariate correlation,[1] is a measure of the linear correlation between two variables X and Y. It has a value between +1 and −1, where 1 is total positive linear correlation, 0 is no linear correlation, and −1 is total negative linear correlation. It is widely used in the sciences. It was developed by Karl Pearson from a related idea introduced by Francis Galton in the 1880s.