PEARSON PRODUCT-MOMENT CORRELATION COEFFICIENT Pearson Product-Moment Correlation Coefficient is a measure of the linear dependence between two variables

X and Y. CHARACTERISTICS OF THE PEARSON PRODUCT-MOMENT CORRELATION COEFFICIENT If larger values of X and Y tend to be paired with larger values of Y, the measure of correlation should be positive and approach 1 as tendency becomes more pronounced. In this case, X and Y is called a direct relationship. If small values of X tend to be paired with large values of Y, the measure of correlation should be negative and should approach -1 as the tendency becomes more pronounced. This is an independent relationship. If large values of X seem just as likely to be paired with small values of Y, the measure of correlation should be close to zero. When X and Y are independent, the measure of correlation should be zero. In this case, X and Y are not related or independent ASSUMPTIONS The variables must be either interval or ratio measurements The variables must be approximately normally distributed There is a linear relationship between the two variables. Outliers are either kept to a minimum or are removed entirely because outliers can have a very large effect on the line of best fit and the Pearson correlation coefficient, which can lead to very different conclusions regarding the data. There is homoscedasticity of the data. Homoscedasticity basically means that the variances along the line of best fit remain similar as moving along the line.

EXAMPLE A survey conducted in order to identify the relation between peoples height and weight. A researcher claims that on average when height is increases, the weight too will increase. Height is measured in centimeter (cm). Weight is measured in kilogram (kg). Data on the table below shows information on twenty individuals at =0.05. Test the hypotheses that there is relation between height and weight. PERSON HEIGHT (in centimeter) 162 160 156 164 149 164 150 156 162 158 155 162 160 156 158 152 172 168 157 160 WEIGHT (in kilogram)

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20

57 70 65 60 37 52 42 65 60 52 48 50 53 52 57 55 51 65 54 60

Hypotheses : H0 : There is no relation between height and weight (=0) H1 : There is relation between height and weight (0) (claim) X 162 160 156 164 149 164 150 156 162 158 155 162 160 156 158 152 172 168 157 160 Y 57 70 65 60 37 52 42 65 60 52 48 50 53 52 57 55 51 65 54 60 XY 9234 11200 10140 9840 5513 8528 6300 10140 9720 8216 7440 8100 8480 8112 9006 8360 8772 10920 8478 9600 X2 26244 25600 24336 26896 22201 26896 22500 24336 26244 24964 24025 26244 25600 24336 24964 23104 29584 28224 24649 25600 Y2 3249 4900 4225 3600 1369 2704 1764 4225 3600 2704 2304 2500 2809 2704 3249 3025 2601 4225 2916 3600

X = 3181, Y = 1105 XY = 176099, X2 = 506547 Y2 = 62273

r= = 0.4043

Test statistic, t=r

= 0.4043 = 1.875 From the table, since = 0.05, d.f = 18, the critical value are t = +2.10, t = -2.10. Since 1.875 < 2.10, do not reject the null hypothesis. Conclusion: So, there is not enough evidence to support the claim that there is relation between height and weight.

EXERCISE A final year student conducted a survey in order to identify the relation between students study hour and their GPA achievement. He tests a group of ten students and find out their GPA achievement. The results are set out in table below. At =0.05 test the hypotheses that there is relation between students study hour and their GPA achievement.

Students

Sleeping Hour Per Week 14 20 15 18 24 16 12 14 22 25

GPA

1 2 3 4 5 6 7 8 9 10

3.25 3.75 3.50 3.60 3.75 3.40 3.52 3.64 3.35 3.91