The Book of Why: The New Science of Cause and Effect

by Judea Pearl

For the first time, Galton’s idea of correlation gave an objective measure, independent of human judgment or interpretation, of how two variables are related to one another. The two variables can stand for height, intelligence, or income; they can stand in causal, neutral, or reverse-causal relation. The correlation will always reflect the degree of cross predictability between the two variables. Galton’s disciple Karl Pearson later derived a formula for the slope of the (properly rescaled) regression line and called it the correlation coefficient. This is still the first number that statisticians all over the world compute when they want to know how strongly two different variables