Pearson’s correlation coefficient is used to describe dependence between random variables X and Y . In some practical situations, however, we have strong correlation for some values X and/or Y and no correlation for other values ofX and Y . To describe such a local dependence, we come up with a natural localized version of Pearson’s correlation coefficient. We also study the properties of the n...

It is more common for educational and psychological data to be non-normal than to be approximately normal. This tendency may lead to bias and error in point estimates of the Pearson correlation coefficient. In a series of Monte Carlo simulations, the Pearson correlation was examined under conditions of normal and non-normal data, and it was compared to its major alternatives, including the Spea...