Common statistical tests can be used for correlation, comparison of means, regression, or non-parametric analysis. Correlational tests measure the strength of association between variables, comparison of means tests examine differences between group averages, regression assesses how one variable predicts another, and non-parametric tests are used when data does not meet assumptions for standard tests. Specific tests mentioned include the Pearson, Spearman, and chi-square for correlation, paired t-test, independent t-test and ANOVA for means, simple and multiple regression, and the Wilcoxon rank-sum, Wilcoxon sign-rank, and sign tests for non-parametric analysis.