Robustness of Pearson correlation

by PHILLIP GOOD.

Abstract: The standard Pearson Correlation test provides exact significance levels regardless of the distributions from which the data is drawn. Its power is equivalent to that of the corresponding permutation test.

Key Words: correlation, ordered dose response, parametric test, permutation test, distribution-free test, robust test

Author:
PHILLIP GOOD, drgood@statcourse.com

Editor: Graf, R.G., rgraf@sunstroke.sdsu.edu

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