Correlation P-Value Calculator Formula

Understand the math behind the correlation p-value calculator. Each variable explained with a worked example.

Formulas Used

t-Statistic

t_stat = r * sqrt(n - 2) / sqrt(1 - pow(r, 2))

Degrees of Freedom

df = n - 2

r_squared = pow(r, 2)

Variables

VariableDescriptionDefault
rCorrelation Coefficient (r)0.65
nSample Size (n)30

How It Works

Testing Correlation Significance

To determine whether an observed correlation is statistically significant, calculate the t-statistic and compare to the t-distribution.

Formula

t = r × sqrt(n-2) / sqrt(1-r²)

with df = n - 2. If |t| exceeds the critical value (e.g., ~2.048 for alpha=0.05, df=28), the correlation is statistically significant.

Worked Example

Correlation r = 0.65 from a sample of n = 30.

r = 0.65n = 30
  1. 01t = 0.65 × sqrt(28) / sqrt(1 - 0.4225)
  2. 02t = 0.65 × 5.292 / sqrt(0.5775)
  3. 03t = 3.440 / 0.7599 = 4.527
  4. 04With df = 28, this is highly significant (p < 0.001)

Ready to run the numbers?

Open Correlation P-Value Calculator