The #pearson-correlation-coefficient or Pearson product-moment correlation coefficient quantifies the linear relationship between two variables.
It measure how well a straight line can describe their relationship, ranging from -1 (perfect negative relationship) to +1 (perfect positive relationship).
Other Names:
- Pearson correlation
- Correlation coefficient
**The Pearson Correlation Coefficient**
$
\begin{align*}
r = \frac{\sum (x_i - \overline x)(y_i - \overline y)}{\sqrt \sum (x_i - \overline x)^2 \sum (y_i - \overline y)^2}
\\
\\
r = \text{correlation coefficient}
\\
x_i= \text{values of the x-variable in the sample}
\\
\overline x = \text{mean of the values of the x-variable}
\\
y_i= \text{values of the y-variable in the sample}
\\
\overline y = \text{mean of the values of the y-variable}
\end{align*}
$
![[correlation-coefficient.png]]