Statistical - PEARSON Function



Description

The PEARSON function returns the Pearson product moment correlation coefficient, r, a dimensionless index that ranges from -1.0 to 1.0 inclusive and reflects the extent of a linear relationship between two data sets.

Syntax

PEARSON (array1, array2)

Arguments

Argument Description Required/ Optional
Array1 A set of independent values. Required
Array2 A set of dependent values. Required

Notes

  • The formula for the Pearson product moment correlation coefficient, r, is −

    $$r=\frac{\sum \left ( x-\bar{x} \right )\left ( y-\bar{y} \right )}{\sqrt{\sum \left (x-\bar{x} \right )^2 \sum \left ( y-\bar{y} \right )^2}}$$

    Where x and y are the sample means AVERAGE (array1) and AVERAGE (array2).

  • The arguments must be either numbers or names, array constants, or references that contain numbers.

  • If an array or reference argument contains text, logical values, or empty cells, those values are ignored. However, cells with the value zero are included.

  • If array1 and array2 have a different number of data points, PEARSON returns the #N/A error value.

  • If array1 or array2 is empty or if the standard deviation of their values is equal to zero, PEARSON returns the #DIV/0! error value.

Applicability

Excel 2007, Excel 2010, Excel 2013, Excel 2016

Example

Pearson Function
advanced_excel_statistical_functions.htm
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