In
statistics, the
Pearson product-moment correlation coefficient (sometimes referred to as the
PPMCC or
PCC or
Pearson's r) is a measure of the linear
correlation between two variables
X and
Y, giving a value between +1 and -1 inclusive, where 1 is total positive correlation, 0 is no correlation, and -1 is total negative correlation. It is widely used in the sciences as a measure of the degree of linear dependence between two variables. It was developed by
Karl Pearson from a related idea introduced by
Francis Galton in the 1880s. Early work on the distribution of the sample correlation coefficient was carried out by
Anil Kumar Gain and
R. A. Fisher from the
University of Cambridge.