Vol: 38 Page: 51

Authors:
Joanna Tarasińska

Title:
 On two confidence intervals for the correlation coefficient

Language: English

Keywords:
correlation coefficient
interval estimation
coverage probability
length of confidence interval

Summary:
An interval estimation for the correlation coefficient in bivariate normal distribution is considered. A case of a very small sample size n=5 is taken into account. The coverage probability and an average length for two confidence intervals are evaluated by means of a simulation study. One confidence interval is based on Fisher’s z transformation and the another on probability density function.

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