How to Find the P-value for a Correlation Coefficient in ...
www.statology.org › p-value-correlation-excelJul 23, 2020 · 1 indicates a perfectly positive linear correlation between two variables. To determine if a correlation coefficient is statistically significant, you can calculate the corresponding t-score and p-value. The formula to calculate the t-score of a correlation coefficient (r) is: t = r√ (n-2) / √ (1-r2) The p-value is calculated as the corresponding two-sided p-value for the t-distribution with n-2 degrees of freedom.
scipy.stats.pearsonr — SciPy v1.7.1 Manual
docs.scipy.org › scipyPearson correlation coefficient and p-value for testing non-correlation. The Pearson correlation coefficient [1] measures the linear relationship between two datasets. The calculation of the p-value relies on the assumption that each dataset is normally distributed.