Question: Denote by r the sample correlation between a pair of random variables. (a) Show that 1-7 -2 SST (b) Using the result in part (a),
Denote by r the sample correlation between a pair of random variables.
(a) Show that 1-7 -2 SST
(b) Using the result in part (a), show that V-(-2) b
(c) Using the result in part (b), deduce that the test of the null hypothesis of 0 population correlation, given in Section 12.1, is the same as the test of 0 population regression slope, given in Section 12.8.
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