Significance of a Correlation Coefficient

The logic and computational details of correlation are
described in Chapter 3 of Concepts and Applications.

If the true correlation between X and Y within the general population is rho=0, and if the size of the sample, N, on which an observed value of r is based is equal to or greater than 6, then the quantity

t =

is distributed approximately as t with df=N2. Application of this formula to any particular observed sample value of r will accordingly test the null hypothesis that the observed value comes from a population in which rho=0.

To assess the significance of any particular instance of r, enter the values of N[>6] and r into the designated cells below, then click the 'Calculate' button.
N =
r =
t df

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