DistFunc_pPearsonCorrelation(size, rho, tail=False)¶
Asymptotic probability function for the Pearson correlation.
The size of the population
The Pearson correlation coefficient
Tells if we consider to be in the critical region (tTrue) Default value is False
The probability to be in the region of interest
This method allows to compute the asymptotic distribution of the Pearson correlation coefficient issued from two univariate samples of size n. Basically, we want to measure how coefficient is significatly different from 0. If tail is True, the issued value measures probability to be in the critical region.
>>> import openturns as ot >>> pval = ot.DistFunc.pPearsonCorrelation(100, 0.3, True)