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Noise in sample correlations

The correlation you estimate from a data sample can have substantial sampling bias even with what might seem intuitively like sufficient data. We use this as an exercise to compare vanilla python with the numpy and pyplot libraries.

Use the attached notebook as a template.

2 responses

Here is the version created in class.

How about a similar test on spearman and kendalls tau correlation? I think the scipy stats version also provides pvalues.