Some New Results on the Distribution of the Sample Correlation Coefficient
样本相关系数分布的若干新结果
Summary A simple approximate normalization for the correlation coefficient in normal samples is obtained which is shown to compare favourably with previous normalization approximations (the usual large-sample normalization, Fisher's hyperbolic tangent transformation and Hotelling's improvement of that transformation). A second approximation, based on F and valid for large n | ρ | (n = sample size, ρ = population correlation), is also obtained. The results follow from a…