They all test relationship when it involves two variables
Explanation:
All of the statistical methods listed above all measure the relationship between two variables.
The Chi Square test tests the relationship between two nominal/categorical variable groups.
The Pearson correlation test tests relationship between two continuous variables using the Pearson correlation coefficient to determine statistical relationship between them.
The simple linear regression measures relationship between two variables: dependent/response variable and independent/explanatory variable, to see if a relationship exists between by way of influence of the independent variable on the dependent variable.
