I have two vectors $A$ and $B$ of length (say) $50$ or so, and I want to determine whether there is any correlation between their entries. I computed their correlation directly and found it to be positive, but I also wanted to compute a $p$-value to confirm the implication that the entries are not completely independent.
However, when I asked Mathematica to compute the following:
PearsonCorrelationTest[A, B, "TestDataTable"]
It gave an answer, but it also gave the following warning:
PearsonCorrelationTest::nortst : "At least one of the p-values in {0.508..., 0} resulting from a test for normality, is below 0.025. The tests in {"PearsonCorrelation"} require that the data is normally distributed.
I couldn't find any further documentation on what Mathematica was doing. What assumptions on the vectors $A$ and $B$ is required for PearsonCorrelationTest
to give a sensible answer?
MannWhitneyTest
if that's the case. $\endgroup$ – Jonathan Shock May 13 '13 at 5:31SpearmanRankTest[]
, why not? $\endgroup$ – Rod May 13 '13 at 6:06