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Sample Sizes in the Interval Estimation of the Correlation Coefficient
Authors:Girma Wolde-Tsadik
Institution:Department of Community Medicine , Charles R. Drew Postgraduate Medical School , Los Angeles , CA , 90059 , USA
Abstract:An expression is derived for the maximum length of the interval estimator of the correlation coefficient, p, under bivariate normal assumptions. The prespecification of this minimum attainable precision and the confidence level results in an expression for the sample size required. An approximate expression for the sample size is proposed and is numerically shown to be as good as or better than that based on the Fisher's Z transformation.
Keywords:Correlation coefficient  Sample size determination  Maximum confidence interval length
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