WebCab Probability and Statistics for .NET v3.3 Demo

CorrelationStateful.Significance Method 

Calculates the significance test for a given correlation coefficient.

public double Significance(
   double correlationCoefficient
);

Parameters

correlationCoefficient
Either evaluation of Pearson's correlation coefficient or Spearson's rank correlation coefficient for the current data set.

Return Value

the value of the significance test for the given correlation coefficient.

Remarks

The statistic test is calculated using the null hypothesis of there being no correlation present. This statistic follows the Student's t-distribution, with N-2 degrees of freedom where N can be considered to be the total number of pairs.

See Also

CorrelationStateful Class | WebCab.Libraries.Statistics.Correlation Namespace