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Date May 2018 Marks available 3 Reference code 18M.3.AHL.TZ0.Hsp_4
Level Additional Higher Level Paper Paper 3 Time zone Time zone 0
Command term Hence and Show that Question number Hsp_4 Adapted from N/A

Question

The random variables X , Y follow a bivariate normal distribution with product moment correlation coefficient ρ.

A random sample of 11 observations on X, Y was obtained and the value of the sample product moment correlation coefficient, r, was calculated to be −0.708.

The covariance of the random variables U, V is defined by

Cov(U, V) = E((U − E(U))(V − E(V))).

State suitable hypotheses to investigate whether or not a negative linear association exists between X and Y.

[1]
a.

Determine the p-value.

[3]
b.i.

State your conclusion at the 1 % significance level.

[1]
b.ii.

Show that Cov(U, V) = E(UV) − E(U)E(V).

[3]
c.i.

Hence show that if U, V are independent random variables then the population product moment correlation coefficient, ρ, is zero.

[3]
c.ii.

Markscheme

* This question is from an exam for a previous syllabus, and may contain minor differences in marking or structure.

H0 : ρ = 0; H1 ρ < 0       A1

[1 mark]

a.

t = 0.708 11 2 1 ( 0.708 ) 2 = ( 3.0075 )        (M1)

degrees of freedom = 9        (A1)

P(T < −3.0075...) = 0.00739       A1

Note: Accept any answer that rounds to 0.0074.

[3 marks]

b.i.

reject H0 or equivalent statement       R1

Note: Apply follow through on the candidate’s p-value.

[1 mark]

b.ii.

Cov(U, V) + E((U − E(U))(V − E(V)))

= E(UV − E(U)V − E(V)+ E(U)E(V))       M1

= E(UV) − E(E(U)V) − E(E(V)U) + E(E(U)E(V))       (A1)

= E(UV) − E(U)E(V) − E(V)E(U) + E(U)E(V)       A1

Cov(U, V) = E(UV) − E(U)E(V)       AG

[3 marks]

c.i.

E(UV) = E(U)E(V) (independent random variables)       R1

⇒Cov(U, V) = E(U)E(V) − E(U)E(V) = 0      A1

hence, ρ =  Cov ( U , V ) Var ( U ) Var ( V ) = 0      A1AG

Note: Accept the statement that Cov(U,V) is the numerator of the formula for ρ.

Note: Only award the first A1 if the R1 is awarded.

[3 marks]

c.ii.

Examiners report

[N/A]
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c.ii.

Syllabus sections

Topic 4—Statistics and probability » SL 4.4—Pearsons, scatter diagrams, eqn of y on x
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Topic 4—Statistics and probability

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