I am exploring statistics and probability. What upsets me, only ready to use algorithms are present in the books. But no example how one derives a significance test, where from the test statistics come from etc. At the moment I am interesten in Pearsons coefficient significance test, but really derivation of any popular test will be helpful for me.
2026-03-27 11:46:44.1774612004
How one derives significance test for pearsons correlation coefficient?
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A rigorous paper on the correlation test is here.
More generally, any hypothesis test is derived using a very basic strategy:
How do you choose a test statistic? That is the art of designing a good test, and always an area of active research!