ABSTRACT

Table 6.2 (p. 58) gives critical values for r in testing H0: ρ=0. Denoting a typical table entry by r

H1: ρ≠0, ρ>0, ρ<0 are |r|≥rn, α, r≥rn,2α, r≤−rn,2α respectively. Inferences about ρ may also be made by using the Fisher z-transformation:

which is approximately normally distributed with mean z(ρ) and variance 1/(n−3). Table 6.3(a) (p. 58) gives z(r) for r=0·00(0·01)0·900(0·001)0·999, negative values being obtainable by symmetry. Table 6.3(b) (p. 59) gives the inverse z-transformation, calculating r given z for z=0·00(0·01)3·00 with proportional parts for the third d.p., and for z=3·0(0·1)7·9, these values being given to 6 d.p.