Estimation of a correlation coefficient from an uncertainty measure

In this paper graphs are given for estimating a correlation _XY from a double-entry table. 2H _r , twice the statisticH _r , relative uncertainty (the average of the ratios of the conditional uncertainty of each variable to its uncertainty) was computed. Mean 2H _r 's were computed from 100 samples for each of several sample sizes and numbers of categories. Graphs relating mean 2H _r to , the estimated correlation, for 3–17 categories to each variable and 3 sample sizes—50, 100, and 500—were constructed. 2.5 per cent and 97.5 per cent fiducial limits curves were constructed for establishing confidence limits on _XY and .The research reported in this paper was conducted by personnel of the Aerospace Medical Research Laboratories, Aerospace Medical Division, Air Force Systems Command, Wright-Patterson AFB, Ohio. Further reproduction is authorized to satisfy the needs of the U. S. Government. This paper has been identified by the Aerospace Medical Research Laboratories as AMRL-TR-66-54.