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Contact: Jianqing Fan
jqfan@princeton.edu
Science China Press

Graph

Caption: Illustration of spurious correlation by showing the distribution of the maximum absolute sample correlation coefficients between the first and the four of the rest of 800 (in red) and 6,400 (in blue) independently drawn standard Gaussian random variables with sample size n = 60. It can be seen that the maximum spurious correlation coefficient is very high.

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