is Bivariate normal distributions an assumption for the Pearson Correlation ?

Reggie

Reggie

Answered question

2020-11-06

is Bivariate normal distributions an assumption for the Pearson Correlation ?

Answer & Explanation

joshyoung05M

joshyoung05M

Skilled2020-11-07Added 97 answers

Without making any assumptions, we may calculate the Pearson correlation coefficient for a given set of data if we detect a linear relationship between two variables. Additionally, we may determine how strongly the variables are associated linearly.
However, if we want to determine the significance of a given correlation value for a set of observations and determine whether the data actually supports a significant correlation or linear relationship between the variables under consideration, the assumption of normality is required for the construction of test statistics.

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