PEARSON’S VERSUS SPEARMAN’S AND KENDALL’S …

The Pearson’s correlation coefficient ranges from -1 to +1. A positive monotonic association (two variables tend to increase or decrease ρ > 0, and negative simultaneously) results in monotonic association (one variable tends to increase when the other decreases) results in ρ < 0.

  Correlations, Pearson, The pearson