All Questions
Tagged with pearson-r normal-distribution
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How can we simulate the sensitivity of Pearson correlation coefficient to the distributions of variables? [closed]
I want to make a simulation experiment on the sensitivity of Pearson correlation coefficient to the distribution types of variables. In other words, I want to demonstrate "when the distributions ...
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Self-contradictory asumption of normality? Nonparametric point-biseral correltion coeffiicent? t-test or Mann-Whitney U?
A. I know from the net that for a design with one binary variable and a second variable that is continuous but is NOT normally distributed, I can use BOTH the point-biserial correlation (which is ...
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Correlation coefficients when oversampling the extremes of a normal distribution
Running some simulations in which I generated two correlated normal variables (rho=0.3), and then took samples of this population in which the extremes of the population where oversampled (...
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Can I deduce a normal distribution's properties from a correlation coefficient?
I'm trying to answer the question: if twins are raised in separate environments, what is the standard deviation in their heights? Just as some example data, let's say the As are twins, the Bs are ...
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If LN(X1) is N(0,1) but LN(X2) follows N(0,4), their Pearson correlation is -0.09<p<0.66, not -1<p<1. What's the math behind the result? Sources? [duplicate]
He told me that he saw this in a book by Practical Econometrics by Carol Alexander.
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Why does test on Pearson correlation require bivariate normality?
For a pair of random variables $X$ and $Y$, we can compute their Pearson correlation coefficient $r$ and conduct hypothesis testing on the null hypothesis $H_{0}:r=0$ with the $t$ statistic
$t=r\sqrt{...
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Normal Distribution for Pearson Correlation
I have read that the variables must be approximately normally distributed to apply Pearson correlation;
However, I came across this answer
here that they dont need to be, so I am confused about ...
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Why is Pearson's ρ only an exhaustive measure of association if the joint distribution is multivariate normal?
This assertion was raised in the top response to this question. I think the 'why' question is sufficiently different that it warrants a new thread. Googling "exhaustive measure of association" did not ...
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Generate random correlated categorical (ordinal) variables
Lets say I want to generate 100 observations of 2 likert scaled, normally? distributed variables with 10 categories (1-10) and a pearson correlation of f.e. ~0.8. I am aware that using pearson ...
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Pearson's correlation for time series requires normally distributed data?
In order to use Pearson's correlation to measure the similarity of two time series, is normal distribution of both time series a necessary condition?
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