Fundamentals of Statistics contains material of various lectures and courses of H. Lohninger on statistics, data analysis and chemometrics......click here for more. 
Home Statistical Tests Correlation Coefficient Test: Correlation Coefficient  
See also: survey on statistical tests, correlation coefficient, distribution calculator, distribution of the correlation coefficient  
Test: Correlation Coefficient
A correlation coefficient of zero indicates that there is no linear relationship between two variables. In order to test the significance of a correlation coefficient we can use a test statistic t: This test statistic is distributed according to a tdistribution. The correlation coefficient is considered to be statistically significant if the computed t value is greater than the critical value of a tdistribution with a level of significance of α/2 and n2 degrees of freedom.
In order to test the hypothesis whether a calculated correlation coefficient r is different from the population coefficient ρ, we have to calculate the test statistic z which exhibits a standard normal distribution. r and ρare considered not to be from the same population if z is greater than the critical value of a standard normal distribution with a selected level of significance.


Home Statistical Tests Correlation Coefficient Test: Correlation Coefficient 
Last Update: 20121008