Timeline for In a bivariate normal sample, why is the squared sample correlation Beta distributed?
Current License: CC BY-SA 4.0
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| May 21, 2021 at 9:00 | history | tweeted | twitter.com/StackStats/status/1395665688736550915 | ||
| Feb 8, 2021 at 0:05 | history | edited | kjetil b halvorsen♦ |
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| Feb 10, 2019 at 20:52 | comment | added | StubbornAtom | We know that density of correlation coefficient $R$ when $\rho=0$ is $$f_R(r)\propto (1-r^2)^{(n-4)/2}\mathbf1_{|r|<1}$$ By a change of variables $Y=R^2$, it follows that $Y\sim \text{Beta}(\frac{1}{2},\frac{n}{2}-1)$. | |
| Feb 7, 2019 at 16:53 | history | edited | VFreguglia | CC BY-SA 4.0 |
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| Feb 7, 2019 at 16:20 | history | asked | VFreguglia | CC BY-SA 4.0 |