Hello Mr. Kim,
Thank you so much for your response and for clearing that up! I really appreciate your response and support.
I think I better understand set B after your explanation. Here is how I understand it:
The argument is about whether a correlation exists between sleep and anxiety/depression based on the top and bottom 5% of sleep. Depression and / or anxiety potentially causing changes in sleeping behavior does not have a direct impact on whether the top/bottom 5% is enough to make that correlation. Is that correct?