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Pearson

The Pearson correlation: is there a linear relationship between two variables?

The parametric member of the three correlation tests, and the only one that measures a linear relationship rather than a monotone one — Spearman and KendallTau rank first and so answer a weaker question about stronger data. The null it tests is that the two samples are uncorrelated and normally distributed, which is where the normality assumption enters; on a heavy-tailed sample the rank tests are the safer reading.

Members

Member	What it does
Pearson.Test	Correlates two paired samples.