Pearson Correlation Coefficient:
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The Pearson correlation coefficient (r) measures the linear correlation between two variables X and Y. It ranges from -1 to +1, where 1 is total positive linear correlation, 0 is no linear correlation, and -1 is total negative linear correlation.
The calculator uses the Pearson correlation formula:
Where:
Explanation: The numerator measures covariance between X and Y, while the denominator normalizes this value by the product of standard deviations.
Guidelines:
Tips: Enter comma-separated values for both X and Y variables. Both lists must have the same number of values. Values should be numerical (decimals allowed).
Q1: What's the difference between correlation and causation?
A: Correlation measures association, but doesn't imply causation. Other factors may influence the relationship.
Q2: What are the assumptions for Pearson correlation?
A: Assumes linear relationship, continuous variables, normally distributed, and homoscedasticity.
Q3: When should I use Spearman instead of Pearson?
A: Use Spearman for ordinal data or when relationship is monotonic but not linear.
Q4: How many data points do I need?
A: Generally, at least 30 pairs for reliable results, though more is better.
Q5: Can outliers affect the correlation?
A: Yes, Pearson correlation is sensitive to outliers. Consider examining scatterplots.