The Confidence Interval of rho
correlation, r, observed within a sample of XY values can be taken as an estimate of rho, the correlation that exists within the general population of bivariate values from which the sample is randomly drawn. This page will calculate the 0.95 and 0.99 confidence intervals for rho, based on the Fisher r-to-z transformation.
For the notation used here, r = the Pearson product-moment correlation coefficient observed within the sample and n = the number of paired XY observations on which the sample r is based. For purposes of this calculation, the value of n must be equal to or greater than 4.
To perform the calculations, enter the values of r and n in the designated places, then click the «Calculate» button. Note that the confidence interval of rho is symmetrical around the observed r only with large values of n.
0.95 and 0.99 Confidence Intervals of rhoQ
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©Richard Lowry 2001-
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