Improved Approximation to the Non-Null Distribution of the Correlation Coefficient
- 1 December 1973
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 68 (344) , 1004
- https://doi.org/10.2307/2284540
Abstract
If r is the correlation coefficient based on a sample of n observations randomly drawn from a population having a bivariate normal distribution with correlation coefficient ρ, it is shown that is approximately distributed as t with (n − 2) degrees of freedom where ρ′ is a function of ρ and n satisfying certain constraints.Keywords
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