NO.PZ2021071601000004
问题如下：
The sample correlation between the GBP monthly returns to Japanese yen and Canadian dollar is 0.5132 for the period from January 2011 through December 2017.
Can we reject a null hypothesis that the underlying or population correlation equals 0 at the 0.05 level of significance?
At the 0.05 significance level, the
critical level for this test statistic is 1.99 (n = 84, degrees of freedom =
82）
选项：
A.Yes.
B.No.
C.Neither.
解释：
A is correct.
With 84 months from January 2011 through December 2017, we use the following statistic:
When the test statistic is either larger than 1.99 or smaller than −1.99, we can reject the hypothesis that the correlation in the population is 0. The test statistic is 5.4146, so we can reject the null hypothesis.
想问一下关于correlation的求t值的公式里，为什么标准误的分子（开根号前的方差）是1-r平方呢？自由度是n-1我是理解的。
