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Brief Note on Estimating the Significance of a Correlation Coefficient

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Summary

A diagram is being designed showing the six times and four times values of the probable error of the correlation coefficients in function of the number of correlated pairs of values forn=10 ton=400. Thereby it is possible to estimate the significance of the correlation coefficients without further calculations.

Zusammenfassung

Es wird ein Diagramm entwickelt, das die sechs- bzw. vierfachen Werte der wahrscheinlichen Fehler der Korrelationskoeffizienten in Abhängigkeit von der Zahl der korrelierten Wertepaare fürn=10 bisn=400 zeigt und damit die Beurteilung der Signifikanz der Korrelationskoeffizienten in einfacher Weise ermöglicht.

Résumé

Etablissement d'un diagramme indiquant les montants resp. sextuples et quadruples des erreurs probables des coefficients de corrélation en fonction du nombre de paires de valeurs considérées, pourn=10 jusqu' àn=400. Ce diagramme permet donc d'estimer aisément dans quelle mesure un coefficient de corrélation est significatif.

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References

  1. V. Conrad & L. W. Pollak, Methods in Climatology. 2nd edition, p. 245, Harvard Univ. Press, 1950.

  2. The Meteorological Glossary, 3rd ed., Met. Off. London, 1930.

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Conrad, V. Brief Note on Estimating the Significance of a Correlation Coefficient. Arch. Met. Geoph. Biokl. B. 8, 257–259 (1957). https://doi.org/10.1007/BF02243692

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  • DOI: https://doi.org/10.1007/BF02243692

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