The needless assumption of normality in Pearson's r.

Abstract

With regard to proper application of the Pearson technique, statistical textbook authors fall into 2 groups: those who indicate that it is necessary for each of the variables to be normally distributed, and those who point out that normality of distribution is required in neither of the correlated variables. Perhaps the erroneous assumption of normally distributed variables stems "from Pearson''s first presentation of the method and has been perpetuated through 11 Editions of Fisher''s classic text. An objection to Pearson''s choice of a poor example and his failure to generalize beyond the restrictive limits of normal data were pointed out at the time by Yule." Psychologists and statisticians "are still harassed in many quarters by the needless assumption of normality for the proper computation of Pearson''s r.".