HISTORY OF PEARSON CORRELATION
BACKGROUND
Pearson's correlation coefficient was developed by Karl Pearson from a related idea introduced by
Francis Galton in the 1880s. Researchers have widely used it in many applications such as time-delay
estimation, pattern recognition, and data analysis, to name a few. And for which the mathematical
formula was derived and published by Auguste Bravais in 1844.
Who is KARL PEARSON?
Karl Pearson (1857-1936) was an English academic and prolific contributor to the fields of mathematics
and statistics. He is credited as the principal founder of modern statistics and an advocate of eugenics.
Aside from the eponymous coefficient, Pearson is known for the concepts of chi-squared test and pvalue, among others, and development of linear regression and classification of distributions. In 1911,
Pearson founded the world's first university statistics department, the Department of Applied Statistics
at University College London
When was Pearson correlation introduced?
Building upon earlier work by British eugenicist Francis Galton and French physicist Auguste Bravais,
British mathematician Karl Pearson published his work on the correlation coefficient in 1896.