Written by the Fiveable Content Team • Last updated August 2025
Written by the Fiveable Content Team • Last updated August 2025
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.
Pearson's correlation coefficient is denoted by $r$.
An $r$ value of 1 indicates a perfect positive linear relationship.
An $r$ value of -1 indicates a perfect negative linear relationship.
$r$ close to 0 suggests little or no linear relationship.
Pearson's correlation assumes that both variables are normally distributed.
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.