Suppose that the correlation between midterm 1 and midterm 2 is 0.55; the mean and standard deviation of midterm 1 are 71 and 3,
while for midterm 2 the mean and standard deviation are 81 and 4. There are 21 students in the class. Test, at level 0.01, the hypothesis that the first midterm has no influence on the expected score for the second midterm.