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shandou/pearson_r_CI2

Last active May 30, 2018 06:23
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pearson_r_CI2
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pearson_r_CI2
import numpy as np
r = - 0.654 # Pearson's r from sampled data
z_prime = 0.5 * np.log((1 + r) / (1 - r))
n = 34 # Sample size
se = 1 / np.sqrt(n - 3) # Sample standard error
CI_lower = z_prime - z_critical * se
CI_upper = z_prime + z_critical * se
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