tests whether the vectors v1 and v2 are linearly independent.
returns the value of "property".
Details and Options
- PearsonCorrelationTest performs a hypothesis test on v1 and v2 with null hypothesis that the vectors are linearly independent, and alternative hypothesis that they are not.
- By default, a probability value or -value is returned.
- A small -value suggests that it is unlikely that is true.
- The arguments v1 and v2 can be any real-valued vectors of equal length.
- PearsonCorrelationTest is based on the Pearson product-moment correlation computed by Correlation[v1,v2]. Under , asymptotically follows a StudentTDistribution[n-2].
- PearsonCorrelationTest[v1,v2,"HypothesisTestData"] returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].
- PearsonCorrelationTest[v1,v2,"property"] can be used to directly give the value of "property".
- Properties related to the reporting of test results include:
"DegreesOfFreedom" the degrees of freedom used in the test "PValue" the -value of the test "PValueTable" formatted table containing the -value "ShortTestConclusion" a short description of the conclusion of the test "TestConclusion" a description of the conclusion of the test "TestData" a list containing the test statistic and -value "TestDataTable" formatted table of the -value and test statistic "TestStatistic" the test statistic "TestStatisticTable" formatted table containing the test statistic
- The following options can be used:
AlternativeHypothesis "Unequal" the inequality for the alternative hypothesis Method Automatic the method to use for computing -values SignificanceLevel 0.05 cutoff for diagnostics and reporting VerifyTestAssumptions Automatic what assumptions to verify
- For tests of independence, a cutoff is chosen such that is rejected only if . The value of used for the "TestConclusion" and "ShortTestConclusion" properties is controlled by the SignificanceLevel option. This value is also used in diagnostic tests of normality. By default, is set to 0.05.
- Named settings for VerifyTestAssumptions in IndependenceTest include:
"Normality" verify that all data is normally distributed
Examplesopen allclose all
Create a HypothesisTestData object for repeated property extraction:
Extract some properties from the HypothesisTestData object:
Properties & Relations (7)
The test statistic is equivalent to Correlation:
Under , the test statistic asymptotically follows a StudentTDistribution[n-2]:
Use SpearmanRankTest for non-normal distributions:
IndependenceTest can be used to automatically select an appropriate test:
Use CorrelationTest to test a particular value of :
The Pearson correlation test works with the values only when the input is a TimeSeries:
The Pearson correlation test works with all the values together when the input is a TemporalData:
Wolfram Research (2012), PearsonCorrelationTest, Wolfram Language function, https://reference.wolfram.com/language/ref/PearsonCorrelationTest.html.
Wolfram Language. 2012. "PearsonCorrelationTest." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/PearsonCorrelationTest.html.
Wolfram Language. (2012). PearsonCorrelationTest. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/PearsonCorrelationTest.html