Correlation - Wikipedia
https://en.wikipedia.org/wiki/CorrelationThe most familiar measure of dependence between two quantities is the Pearson product-moment correlation coefficient(PPMCC), or "Pearson's correlation coefficient", commonly called simply "the correlation coefficient". Mathematically, it is defined as the quality of least squares fitting to the original data. It is obtained by taking the ratio of the covariance of the two variables in …