X

correlation or dependence • quantitative • quantitative • quantitative or ordinal

sample large sample small reduced to categories
or population bivariate and population not • nominal
normal bivariate normal
• ordinal

Pearson’s correlation Spearman’s rank correlation Chi-Squared test

𝑠𝑠𝑥𝑥𝑥𝑥
𝑟𝑟 =
• quantitative 𝑠𝑠𝑥𝑥 𝑠𝑠𝑦𝑦
sample large
or population bivariate normal
𝑛𝑛 − 2
𝑇𝑇 = 𝑟𝑟� ~ 𝑡𝑡[𝑑𝑑𝑑𝑑 = 𝑛𝑛 − 2]
1 − 𝑟𝑟 2

Spearman’s rank correlation Spearman’s rank correlation Chi-Squared test

• quantitative 𝑠𝑠𝑎𝑎𝑎𝑎
𝑟𝑟𝑠𝑠 = 𝑛𝑛 ≤ 30
sample small 𝑠𝑠𝑎𝑎 𝑠𝑠𝑏𝑏
Y and population not
bivariate normal 𝑍𝑍 = 𝑟𝑟𝑠𝑠 ∙ √𝑛𝑛 − 1 ~ 𝑁𝑁(0, 1)
• ordinal 𝑛𝑛 > 30

Chi-Squared test Chi-Squared test Chi-Squared test

• quantitative or ordinal 𝑟𝑟 𝑐𝑐 2
reduced to categories 2
�𝑓𝑓𝑖𝑖𝑖𝑖 − 𝑒𝑒𝑖𝑖𝑖𝑖 �
𝜒𝜒 = � � ~ 𝜒𝜒 2 [df]
• nominal 𝑒𝑒𝑖𝑖𝑖𝑖
𝑖𝑖=1 𝑗𝑗=1