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Date November 2017 Marks available 6 Reference code 17N.3.AHL.TZ0.Hsp_4
Level Additional Higher Level Paper Paper 3 Time zone Time zone 0
Command term Find Question number Hsp_4 Adapted from N/A

Question

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

A random sample of 12 observations on U, V is obtained to determine whether there is a correlation between U and V. The sample product moment correlation coefficient is denoted by r. A test to determine whether or not UV are independent is carried out at the 1% level of significance.

State suitable hypotheses to investigate whether or not U , V are independent.

[2]
a.

Find the least value of | r | for which the test concludes that ρ 0 .

[6]
b.

Markscheme

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

H 0 : ρ = 0 ;   H 1 : ρ 0     A1A1

[2 marks]

a.

ν = 10     (A1)

t 0.005 = 3.16927     (M1)(A1)

we reject H 0 : ρ = 0 if | t | > 3.16927     (R1)

attempting to solve | r | 10 1 r 2 > 3.16927 for | r |     M1

 

Note:     Allow = instead of >.

 

(least value of | r | is) 0.708 (3 sf)     A1

 

Note:     Award A1M1A0R1M1A0 to candidates who use a one-tailed test. Award A0M1A0R1M1A0 to candidates who use an incorrect number of degrees of freedom or both a one-tailed test and incorrect degrees of freedom.

 

Note: Possible errors are

10 DF 1-tail, t = 2.763 , least value = 0.658

11 DF 2-tail, t = 3.105 , least value = 0.684

11 DF 1-tail, t = 2.718 , least value = 0.634.

[6 marks]

b.

Examiners report

[N/A]
a.
[N/A]
b.

Syllabus sections

Topic 4—Statistics and probability » AHL 4.18—T and Z test, type I and II errors
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Topic 4—Statistics and probability

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