15 lines
227 B
Matlab
15 lines
227 B
Matlab
n = 1000
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x = randn( n, 1 );
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y = randn( n, 1 ) + 0.2*x;
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r = corr(x,y)
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nsamples = 500;
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rs = zeros( nsamples, 1 );
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for i = 1:nsamples
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xs = x(randi(n,n,1));
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ys = x(randi(n,n,1));
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rs(i) = corr(xs,ys);
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end
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hist( rs, 20 )
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