Confidence interval on Pearson's Correlation (3 of 3)

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Summary of Computations
  1. Compute the sample r.

  2. Use the r to z' table to convert the value of r to z'.

  3. Use a z table to find the value of z for the level of confidence desired.

  4. Compute:

  5. Lower limit = z' - (z)(σz')

  6. Upper limit = z' + (z)(σz')

  7. Use procedure the r to z' table to convert the lower and upper limits from z' to r

Assumptions
  1. Each subject (observation) is sampled independently from each other subject.

  2. Subjects are sampled randomly.



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