Let X\simN(0,1) and E\simN(0,1) be independent, and let Y = X + \betaE. Show that r_{xy} = \frac{1}{\sqrt{\beta^2 + 1}} and use the results of part (a) to generate bivariate samples.

UkusakazaL

UkusakazaL

Answered question

2021-08-04

a. Let XN(0,1)andEN(0,1) be independent, and let Y=X+βE. Show that rxy=1β2+1 b.Use the results of part (a) to generate bivariate samples (x_i, y_i) of size 20 with population correlation coefficients −.9, −.5, 0, .5, and .9, and compute the sample correlation coefficients. c. Have a partner generate scatterplots as in part (b) and then guess the correlation coefficients.

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Ian Adams

Ian Adams

Skilled2021-08-17Added 163 answers

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