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Fraud detection using statistical and machine learning methods
3
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Can p-values for Pearson's correlation test be computed just from correlation coefficient an...
you use Fisher's R-to-z transformation.
There's an alternative statistic:
abs(r)*sqrt((n-2)/(1-r^2)) ~ t.dist(d.f.=n-2)
that has t-distribution with n-2 degrees of freedom.
Which is how this works …