Clojure for Data Science

Confidence intervals

Having established that there certainly is a correlation in the wider population, we might want to quantify the range of values we expect to lie within by calculating a confidence interval. As in the previous chapter with the mean, the confidence interval of r expresses the probability (expressed as a percentage) that the population parameter lies between two specific values.

However, a complication arises when trying to calculate the standard error of the correlation coefficient that didn't exist for the mean. Because the absolute ...