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A percentile table of the relation between the true and the observed correlation coefficient from a sample of 4

Published online by Cambridge University Press:  24 October 2008

F. E. Allan
F. E. Allan
Affiliation:
(Melbourne); Statistical Dept., Rothamsted Experimental Station, Harpenden, Herts
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Extract

The exact distribution of the simple correlation coefficient was established by Dr R. A. Fisher in 1915 (Biometrika, X, p. 507). If ρ is the true correlation in the population, and r the sample value, then the frequency element is given by

where θ = cos− (−ρr).

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 26 , Issue 4 , October 1930 , pp. 536 - 537
Copyright
Copyright © Cambridge Philosophical Society 1930

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