Assume you are given n 15 data points xi yi a Compute the

Assume you are given n = 15 data points (xi , yi):

(a) Compute the sample correlation coefficient r

(b) Assume that the data comes from the 2-dimensional normal distribution with some theoretical correlation coefficient . Test at significance = 5% the hypothesis H0 : = 0 using the t statistic.

x: 0.39 0.4 -0.34 0.19 0.11 -0.28 0.11 0.02 0.13 0.15 0.58 0.01 0.03 0.4 0.35
y: -0.27 -0.26 0.31 -0.2 0.25 -0.66 -0.34 0.09 -0.12 -0.16 0.57 -0.17 -0.03 0.63 0.31

Solution

Assume you are given n = 15 data points (xi , yi): (a) Compute the sample correlation coefficient r (b) Assume that the data comes from the 2-dimensional normal

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