
标题: Reading 11: Correlation and Regression - LOS c : Q6 [打印本页]
作者: mayanfang1 时间: 2009-1-5 09:53 标题: [2009] Session 3 - Reading 11: Correlation and Regression - LOS c : Q6
Q6. Suppose the covariance between Y and X is 10, the variance of Y is 25, and the variance of X is 64. The sample size is 30. Using a 5% level of significance, which of the following statements is most accurate? The null hypothesis of:
A) no correlation cannot be rejected.
B) no correlation is rejected.
C) significant correlation is rejected.
作者: mayanfang1 时间: 2009-1-5 09:54
答案和详解如下:
Q6. Suppose the covariance between Y and X is 10, the variance of Y is 25, and the variance of X is 64. The sample size is 30. Using a 5% level of significance, which of the following statements is most accurate? The null hypothesis of:
A) no correlation cannot be rejected.
B) no correlation is rejected.
C) significant correlation is rejected.
Correct answer is A)
The correlation coefficient is r = 10 / (5 × 8) = 0.25. The test statistic is t = (0.25 × √28) / √(1 − 0.0625) = 1.3663. The critical t-values are ± 2.048. Therefore, we cannot reject the null hypothesis of no correlation.
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