What is the assumption made when computing the Pearson correlation coefficient?

  • The correlation is zero
  • The variables are independent
  • The variables are normally distributed
  • There is a linear relationship between variables
When computing the Pearson correlation coefficient, it is assumed that there is a linear relationship between the variables. Furthermore, it's also assumed that the variables are continuous and that the data is homoscedastic (i.e., the variance of the errors is the same across all levels of the variables).
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