Numerical value that characterizes the link – sense and importance – that exists between two random variables or two statistical variables.
This value can be positive, negative, or zero. It should be noted that the value of the coefficient is zero when the two variables in question are independent.
Examples
This scatter plot illustrates a distribution between two quantities in which we can identify a linear correlation where the coefficient would be positive, but the correlation is weak:
In this case, we can identify an average linear correlation in which the coefficient would be negative:
