generic constant and Student d.f.

30 Views Asked by At

What is a generic constant $k$ in the context of significance of the correlation coefficient ? Please see $(11.4.10)$ the snippet below:

enter image description here

1

There are 1 best solutions below

0
On BEST ANSWER

They are describing various rules to decide whether you reject the null hypothesis or not. One such rule is "reject if and only if $(1-r^2)^{n/2} < 0.5$." Another rule is "reject if and only if $(1-r^2)^{n/2} < 0.2$." Different values of $k$ will give you different decision rules.

The bottom of your screenshot describes how to choose $k$ so that the Type I error (probability of rejecting when the null hypothesis is true) is $\alpha$.