**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**30172

##### Approximations to the Distribution of the Sample Correlation Coefficient

**Authors:**
John N. Haddad,
Serge B. Provost

**Abstract:**

**Keywords:**
Sample correlation coefficient,
density approximation,
confidence intervals.

**Digital Object Identifier (DOI):**
doi.org/10.5281/zenodo.1334934

**References:**

[1] A. M. Mathai, The concept of correlation and misinterpretations. International Journal of Mathematical and Statistical Sciences, 1998, 7: 157-167.

[2] R. A. Fisher, Distribution of the values of the correlation coefficient in samples from an indefinitely large population. Biometrika, 1915, 10: 507- 521.

[3] A. Winterbottom, A note on the derivation of Fisher-s transformation of the correlation coefficient. The American Statistician, 1979, 33: 142-143.

[4] H. Hotelling, New light on the correlation coefficient and its transforms. Journal of Royal Statistical Society, Ser. B., 1953, 15: 193-232.

[5] A. K. Gayen, The frequency distribution of the product-moment correlation coefficient in random samples of any size drawn from non-normal universes. Biometrika, 1951, 38: 219-247.

[6] D. L. Hawkins, Using U statistics to derive the asymptotic distribution of Fisher-s Z statistic. The American Statistician, 1989, 43: 235-237.

[7] S. Konishi, An approximation to the distribution of the sample correlation coefficient. Biometrika, 1978, 65: 654-656.

[8] H.-T. Ha and S. B. Provost, A viable alternative to resorting to statistical tables. Communications in Statistics-Simulation and Computation, 2007, 36: 1135-1151.