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.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Statistics Econometrics Questions!