Test of correlation

Statistical Thinking in Python (Part 2)

Justin Bois

Lecturer at the California Institute of Technology

2008 US swing state election results

¹ Data retrieved from Data.gov (https://www.data.gov/)

Hypothesis test of correlation

• Posit null hypothesis: the two variables are completely uncorrelated
• Simulate data assuming null hypothesis is true
• Use Pearson correlation, $\rho$, as test statistic
• Compute p-value as fraction of replicates that have $\rho$ at least as large as observed.

More populous counties voted for Obama

More populous counties voted for Obama

Let's practice!

Statistical Thinking in Python (Part 2)