Confidence interval for correlation
Use Fisher z transform take estimate Pearson correlation interval.
Your numbers
Lower bound for di correlation
This approximation assume independent paired observations and data wey approximately follow bivariate normal distribution.
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You fit keep up to three snapshots for this tab. Loading one go replace the present inputs.
Formula
Use tanh[atanh(r)±z/√(n−3)]. r na sample Pearson correlation, n na paired observation count, and z na di two-sided standard-normal critical value for di confidence wey you choose. Di transforms dey convert between correlation and Fisher scale.
Use Fisher z transform take estimate Pearson correlation interval.
Example wey show the calculation
- Sample correlation wey be r
- 0
- Observations wey come as pairs
- 30
- Di confidence level (%)
- 95
- Lower bound for di correlation
- -0.360269222596
- Upper bound for di correlation
- 0.360269222596
Where e fit work and limits
This approximation assume independent paired observations and data wey approximately follow bivariate normal distribution.
We check inputs for missing values and allowed ranges. Result wey pass the finite numeric range no go show. Rounding affect wetin display, while calculation use the model numeric precision.
Check your units and assumptions before you rely on result. Changing label no convert currency or physical unit.
Version of di formula: 298fb2aab2da · Example don get check: