help - where can I post stat questions?
Art Eschenlauer
eschen at biosci.cbs.umn.edu
Fri Jul 28 10:02:37 EST 1995
Hello:
Does anyone know of a newsgroup where I can post statistics questions?
Here's my problem:
I want to calculate a p-value for a hypothesis test of r, the correlation
coefficient. Specifically, if I observe r for n samplings, and I want to test
the hypothesis that rho (the real value that r estimates) = 1, that is,
that the actual correlation is perfect, do I proceed as follows:
Ho: rho = 1. Ha: rho < 1 (one tailed, because rho cannot exceed 1)
n observations of two variables X and Y. r is calculated.
Fisher showed that f(r) = ln( (1+r)/(1-r) )/2 is approximately normally
distributed with a mean of zero and a standard deviation of 1/sqrt(n-3).
f(r)~N( 0, 1/sqrt(n-3) )
Therefore, If I understand the stats book correctly, my test statistic
Z = f(r) * sqrt(n-3)
and my p-value is the probability that the standard normally distrubuted
random variable z [ z~N(0,1) ] is greater than Z.
Is this correct?
Thanks for your assistance. Please email me if possible.
- Art (eschen at biosci.cbs.umn.edu)
--
eschen at biosci.cbs.umn.edu (Art Eschenlauer, U of M Agronomy & Plant Genetics)
Opinions expressed represent all living and inanimate beings in the universe.
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