Sampling Distribution of Pearson's r (1 of 3)
like any other statistic, Pearson's r has a
. If N pairs of scores were sampled over and over
again the resulting Pearson r's would form a distribution. When the
absolute value of the correlation in the population is low (say less
than about 0.4) then the sampling distribution of Pearson's r is
However, with high
values of correlation, the distribution has a
The graph below shows the sampling
distribution of Pearson's r when the population correlation is 0.60 and
when N = 12. The negative skew is apparent.
transformation called Fisher's z'
converts Pearson's r to a value that is normally
distributed and with a standard error