Date: Mon, 22 Mar 2010 06:57:42 -0700
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From: "email@example.com" <dc353@HOTMAIL.COM>
Subject: Re: create second random variable with 0 correlation
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On Mar 22, 9:16 am, Paige Miller <paige.mil...@kodak.com> wrote:
> On Mar 19, 2:05 pm, "dc...@hotmail.com" <dc...@hotmail.com> wrote:
> > the population correlation may be 0 but the sample correlation isn't.
> > I'm looking to create a second random variable with sample correlation
> > of 0, once that's done getting the sample correlation to equal .2 is
> > relatively straightforward.
> Okay, so now you go from talking about random variables to samples.
> Different animal. You simply need to take your first vector of
> observations, and create a vector orthogonal to it. Simple geometry.
> > If you use the rand() function in excel
> > and create two random variables you quickly see what I'm talking
> > about.
> Since I never use the rand() function in Excel (and in fact, never use
> Excel for anything statistical), I do not "quickly see what you are
> talking about". Perhaps you could explain what you are talking about
> here without referring to Excel.
> Paige Miller
> paige\dot\miller \at\ kodak\dot\com
It's just the difference between a population statistic and a sample
statistic. Use any statistical package and create two random
variables with n observations. When you measure the correlation over
the sample it won't be 0. As n increases the correlation will get
closer and closer to 0. The distribution of sample correlations
should have a mean of 0 but any one of them will be different.