scipy.stats._result_classes.PearsonRResult.confidence_interval#
- PearsonRResult.confidence_interval(confidence_level=0.95)[source]#
The confidence interval for the correlation coefficient.
Compute the confidence interval for the correlation coefficient
statistic
with the given confidence level.The confidence interval is computed using the Fisher transformation F(r) = arctanh(r) [1]. When the sample pairs are drawn from a bivariate normal distribution, F(r) approximately follows a normal distribution with standard error
1/sqrt(n - 3)
, wheren
is the length of the original samples along the calculation axis. Whenn <= 3
, this approximation does not yield a finite, real standard error, so we define the confidence interval to be -1 to 1.- Parameters
- confidence_levelfloat
The confidence level for the calculation of the correlation coefficient confidence interval. Default is 0.95.
- Returns
- cinamedtuple
The confidence interval is returned in a
namedtuple
with fields low and high.
References
- 1
“Pearson correlation coefficient”, Wikipedia, https://en.wikipedia.org/wiki/Pearson_correlation_coefficient