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Nan🌞 · 2021年11月15日

相关系数检验的图形

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.

相关系数检验的图形也是正态分布的吗?

1 个答案

星星_品职助教 · 2021年11月15日

同学你好,

相关系数的检验为t检验。遵循t分布,t分布的图形和对应的标准正态分布相比是矮峰肥尾的。

但随着sample size n(或者自由度)的增加,t分布逐渐趋向于正态分布。

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NO.PZ2021071601000004 如题。。。。。。。。。

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