Six Sigma and Beyond: Statistics and Probability, Volume III

The Pearson product-moment coefficient of correlation or the Pearson r , as it is sometimes called, was derived by the English statistician Karl Pearson. It is the most popular measure of correlation for measuring the linear relationship between two numerically valued random variables . In order to use this parametric measure, we assume the scores on each variable come from a normally distributed population. The requirements for the Pearson r are as follows :

1. Relationship is linear.

2. Scores of the population form a normal distribution curve.

3. Scattergram is homoscedastic.

4. Scores are at interval level of measurement.