Pearson correlation coefficient

E665236

The Pearson correlation coefficient is a statistical measure that quantifies the strength and direction of the linear relationship between two continuous variables.

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Statements (51)

Predicate Object
instanceOf correlation coefficient ⓘ
measure of linear association ⓘ
statistical measure ⓘ
abbreviation r ⓘ
alsoKnownAs Pearson product-moment correlation coefficient ⓘ
product-moment correlation coefficient ⓘ
appliesTo two continuous variables ⓘ
assumes interval or ratio scale measurement ⓘ
linear relationship between variables ⓘ
canBeTestedBy t-test for correlation ⓘ
category descriptive statistics ⓘ
inferential statistics ⓘ
contrastedWith Kendall rank correlation coefficient ⓘ
Spearman rank correlation coefficient ⓘ
dependsOn covariance of the two variables ⓘ
standard deviation of each variable ⓘ
doesNotMeasure nonlinear association strength ⓘ
field mathematical statistics ⓘ
formula r = cov(X,Y) / (σ_X σ_Y) ⓘ
r = Σ[(x_i - x̄)(y_i - ȳ)] / sqrt[Σ(x_i - x̄)² Σ(y_i - ȳ)²] ⓘ
indicates negative association when r < 0 ⓘ
positive association when r > 0 ⓘ
interpretationAt0 no linear relationship ⓘ
interpretationAt1 perfect positive linear relationship ⓘ
interpretationAtMinus1 perfect negative linear relationship ⓘ
introducedBy Karl Pearson ⓘ
is a parametric measure of correlation ⓘ
isDimensionless true ⓘ
maximumValue 1 ⓘ
measures direction of linear relationship between two variables ⓘ
strength of linear relationship between two variables ⓘ
minimumValue -1 ⓘ
neutralValue 0 ⓘ
oftenAssumesForInference bivariate normal distribution ⓘ
relatedTo coefficient of determination ⓘ
covariance ⓘ
simple linear regression ⓘ
requires variables with nonzero variance ⓘ
sampleStatisticOf population correlation coefficient ⓘ
sensitiveTo outliers ⓘ
symmetricIn its two variables ⓘ
undefinedWhen either variable has zero variance ⓘ
usedFor computing coefficient of determination r² in simple linear regression ⓘ
measuring effect size ⓘ
testing linear association between variables ⓘ
usedIn data analysis ⓘ
econometrics ⓘ
machine learning feature analysis ⓘ
psychometrics ⓘ
statistics ⓘ
valueRange -1 to 1 ⓘ

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Karl Pearson → notableWork → Pearson correlation coefficient ⓘ
Spearman rank-order correlation coefficient → comparedWith → Pearson product-moment correlation coefficient ⓘ
linked to: Pearson correlation coefficient
Pearson correlation coefficient → alsoKnownAs → Pearson product-moment correlation coefficient ⓘ
linked to: Pearson correlation coefficient