diff --git a/DIRECTORY.md b/DIRECTORY.md
index 6d098f1f845a..ae36016f9e6a 100644
--- a/DIRECTORY.md
+++ b/DIRECTORY.md
@@ -797,6 +797,7 @@
     * [Square Root](maths/numerical_analysis/square_root.py)
     * [Weierstrass Method](maths/numerical_analysis/weierstrass_method.py)
   * [Odd Sieve](maths/odd_sieve.py)
+  * [Pell Number](maths/pell_number.py)
   * [Perfect Cube](maths/perfect_cube.py)
   * [Perfect Number](maths/perfect_number.py)
   * [Perfect Square](maths/perfect_square.py)
@@ -876,6 +877,7 @@
   * [Two Pointer](maths/two_pointer.py)
   * [Two Sum](maths/two_sum.py)
   * [Volume](maths/volume.py)
+  * [Weighted Average](maths/weighted_average.py)
   * [Zellers Congruence](maths/zellers_congruence.py)
 
 ## [Matrix](matrix)
diff --git a/maths/pell_number.py b/maths/pell_number.py
new file mode 100644
index 000000000000..9e2ffc1cc10a
--- /dev/null
+++ b/maths/pell_number.py
@@ -0,0 +1,79 @@
+def pell_number_iterative(subscript: int) -> int:
+    """
+    This function returns the `subscript`-th Pell number iteratively, where
+    `subscript` is a non-negative integer. Pell numbers are defined by the
+    recurrence relation:
+
+    P_0 = 0, P_1 = 1, P_n = 2 * P_(n-1) + P_(n-2)
+
+    https://en.wikipedia.org/wiki/Pell_number
+    https://oeis.org/A000129
+
+    >>> pell_number_iterative(0)
+    0
+    >>> pell_number_iterative(1)
+    1
+    >>> pell_number_iterative(12)
+    13860
+    >>> pell_number_iterative("1")
+    Traceback (most recent call last):
+        ...
+    ValueError: The input must be an integer.
+    >>> pell_number_iterative(-1)
+    Traceback (most recent call last):
+        ...
+    ValueError: The input number must be non-negative.
+    """
+    if not isinstance(subscript, int):
+        raise ValueError("The input must be an integer.")
+
+    if subscript < 0:
+        raise ValueError("The input number must be non-negative.")
+
+    if subscript in (0, 1):
+        return subscript
+
+    prev_prev_num = 0
+    prev_num = 1
+
+    for _ in range(2, subscript + 1):
+        temp = 2 * prev_num + prev_prev_num
+        prev_prev_num = prev_num
+        prev_num = temp
+
+    return prev_num
+
+
+def pell_number_recursive(subscript: int) -> int:
+    """
+    This function calculates the `subscript`-th Pell number recursively. Due to
+    its recursive nature, this function grows exponentially with `subscript`.
+    For large values of `subscript`, use pell_number_iterative instead.
+
+    >>> pell_number_recursive(0)
+    0
+    >>> pell_number_recursive(1)
+    1
+    >>> pell_number_recursive(12)
+    13860
+    >>> pell_number_recursive("1")
+    Traceback (most recent call last):
+        ...
+    ValueError: The input must be an integer.
+    >>> pell_number_recursive(-1)
+    Traceback (most recent call last):
+        ...
+    ValueError: The input number must be non-negative.
+    """
+    if not isinstance(subscript, int):
+        raise ValueError("The input must be an integer.")
+
+    if subscript < 0:
+        raise ValueError("The input number must be non-negative.")
+
+    if subscript in (0, 1):
+        return subscript
+
+    return 2 * pell_number_recursive(subscript - 1) + pell_number_recursive(
+        subscript - 2
+    )