Linear regression is a method used to find the relation between 2 variables. It will try to find a line that best fit all the points and with that line, we are going to be able to make predictions in a continuous set (regression predicts a value from a continuous set, for example, the price of a house depending on the size). How we are going to accomplish that? Well, we need to measure the error between each point to the line, find the slope and the alpha value to get the linear regression equation.
We need to understand a couple of concepts like the covariance, the variance and the coefficient of correlation.