Question

Use the code below to generate 1000 samples of the random variables X, Y, and Z. x-randn(1,1000); y=randn(1,1000); Z-x+y; Applying equation 3-25 on page 133 of the text, compute the

correlation coefficient for the following cases;а. p(x,y), p(x,x), and p(x,z). Do not use the MATLAB function coefficient Provide your code and the results out out of MATLAB. Explain the results for each output in MATLAB. b. Using a criteria of p>.75 for significant correlation, determine if any of the cases above in part a. result in significant correlation. If we assume that the case where p<.75 is uncorrelated, assess the three cases as statistically independent or statistically dependent?

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