Pearson

Definition

Pearson refers to Pearson's correlation coefficient, a measure of linear correlation between two variables. It ranges from -1 to 1, indicating the strength and direction of the relationship.

5 Must Know Facts For Your Next Test

1. Pearson's correlation coefficient is denoted by $r$.
2. An $r$ value of 1 indicates a perfect positive linear relationship.
3. An $r$ value of -1 indicates a perfect negative linear relationship.
4. $r$ close to 0 suggests little or no linear relationship.
5. Pearson's correlation assumes that both variables are normally distributed.

Review Questions

• What does an $r$ value of -0.8 signify?
• How does Pearson's correlation coefficient differ from Spearman's rank correlation?
• Why is it important for variables to be normally distributed when using Pearson's $r$?

Related terms

Spearman's Rank Correlation: A non-parametric measure of rank correlation, assessing how well the relationship between two variables can be described using a monotonic function.

Covariance: A measure indicating the extent to which two random variables change together.

$p$-value: A term used in hypothesis testing to determine the significance of results.