Chapter 7

Tests on association

We first present one-sample tests for the Pearson product moment correlation coefficient and the Spearman rank correlation coefficient. Next we cover a test on the partial correlation coefficient and a test for two correlation coefficients.

7.1 One-sample tests

7.1.1 Pearson's product moment correlation coefficient

Description: Tests if the Pearson's product moment correlation coefficient c07-math-0001 differs from a specific value c07-math-0002.
Assumptions:
  • Data are measured on an interval or ratio scale.
  • The relationship between c07-math-0003 and c07-math-0004 is linear.
  • Data pairs c07-math-0005, c07-math-0006, are randomly sampled from a random vector c07-math-0007, which follows a bivariate normal distribution.
Hypotheses: (A) c07-math-0008 vs
(B) ...

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