Worksheet 21: Testing for correlation

Worksheet 21: Testing for correlation#

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  1. Suppose we have computed a correlation coefficient \(\hat R\) from our data. We want to know if \(\hat R\) reflects an actual trend, or if it is just noise.

    Null hypothesis: the pairs \((x_i,y_i)\) are paired up totally randomly.

    a. Why is this null hypothesis saying that there is no real correlation?

    b. In plain English, what is the \(p\)-value of \(\hat{R}\)?

  2. Why could bootstrap simulation give us a good sense of variability? Will it account for outliers?

  3. Will bootstrap simulation always give us a good idea of the variability of \(\hat R_n\)?

  4. Are we sure the bootstrap confidence interval is accurate for the population distribution of all Stanford students?