Pearson Correlation Statistical test

What is Pearson Correlation?

Pearson Correlation (r) measures the strength and direction of the linear relationship between two continuous variables.

Range

  • +1: Perfect positive linear relationship
  • 0: No linear relationship
  • -1: Perfect negative linear relationship

Assumptions

  • Continuous variables
  • Linear relationship
  • Normal distribution (for inference)
  • No significant outliers

Interpretation

| |r| | Interpretation |
|-----|----------------|
| 0.9-1.0 | Very strong |
| 0.7-0.9 | Strong |
| 0.5-0.7 | Moderate |
| 0.3-0.5 | Weak |
| 0.0-0.3 | Very weak |

When to Use

  • Both variables are continuous
  • Relationship appears linear
  • Data is normally distributed

Related Terms

  • Spearman Correlation: Non-parametric alternative
  • Correlation Analysis: Broader analysis process