T Test For Significance Of Correlation Coefficient. And distributes t when N is small. The correlation coefficient r tells us about the strength and direction of the linear relationship between X 1 and X 2.
Mar 10 2021 We perform a hypothesis test of the significance of the correlation coefficient. H A represents the alternative hypothesis that ρ 1 ρ 2 one-tailed hypotheses are also available. We perform a hypothesis test of the significance of the correlation.
Mar 31 2015 69 Testing the Significance of the Correlation Coefficient.
The correlation coefficient r tells us about the strength and direction of the linear relationship between X 1 and X 2. Degrees of freedom n - 2. The sample correlation r is a statistic that estimates the population correlation rho. The simplest formula for computing the appropriate t value to test significance of a correlation coefficient employs the t distribution.