{"id":532,"date":"2018-07-26T21:55:54","date_gmt":"2018-07-26T12:55:54","guid":{"rendered":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/how-to-determine-sample-size-in-correlation-coefficient-test\/"},"modified":"2026-01-01T09:42:11","modified_gmt":"2026-01-01T00:42:11","slug":"how-to-determine-sample-size-in-correlation-coefficient-test","status":"publish","type":"post","link":"https:\/\/best-biostatistics.com\/toukei-er\/entry\/how-to-determine-sample-size-in-correlation-coefficient-test\/","title":{"rendered":"\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u3068 R \u3067\u5fc5\u8981\u30b5\u30f3\u30d7\u30eb\u6570\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5"},"content":{"rendered":"\n<p>\u76f8\u95a2\u4fc2\u6570\u3092\u6c42\u3081\u305f\u3044\u30b5\u30f3\u30d7\u30eb\u6570\u304c\u5c11\u306a\u3044\u3051\u3069\u3001\u5927\u4e08\u592b\u306a\u306e\u304b\uff1f<\/p>\n\n\n\n<p>\u76f8\u95a2\u4fc2\u6570\u304c\u5927\u304d\u3044\u5834\u5408\u3001\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u5c11\u306a\u304f\u3066\u3082\u5927\u4e08\u592b\u3002<\/p>\n\n\n\n<p>\u76ee\u5b89\u3068\u306a\u308b\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u3069\u306e\u304f\u3089\u3044\u304b\uff1f<\/p>\n\n\n\n<!--more-->\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u610f\u5473\">\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u30fb\u610f\u5473<\/h2>\n\n\n\n<p>\u76f8\u95a2\u4fc2\u6570\u306b\u306f\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306a\u76ee\u5b89\u304c\u3042\u308b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u76f8\u95a2\u4fc2\u6570\u306e\u7d76\u5bfe\u5024<\/th><th>\u95a2\u9023\u306e\u7a0b\u5ea6<\/th><\/tr><\/thead><tbody><tr><td>0.0\uff5e0.2<\/td><td>\u7121\u8996\u3067\u304d\u308b\u7a0b\u5ea6<\/td><\/tr><tr><td>0.2\uff5e0.5<\/td><td>\u5f31\u3044<\/td><\/tr><tr><td>0.5\uff5e0.8<\/td><td>\u4e2d\u7a0b\u5ea6<\/td><\/tr><tr><td>0.8\uff5e1.0<\/td><td>\u5f37\u3044<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u51fa\u5178\uff1a<a href=\"https:\/\/jeaweb.jp\/glossary\/glossary026.html\">\u76f8\u95a2\u4fc2\u6570 | \u75ab\u5b66\u7528\u8a9e\u306e\u57fa\u790e\u77e5\u8b58<\/a><\/p>\n\n\n\n<p>\u6bcd\u96c6\u56e3\u306e\u76f8\u95a2\u4fc2\u6570\u304c\u30bc\u30ed\u3067\u306f\u306a\u3044\u3001\u3044\u308f\u3086\u308b\u7d71\u8a08\u5b66\u7684\u6709\u610f\u304c\u524d\u63d0\u3067\u3001\u305d\u306e\u3046\u3048\u3067\u3001\u30b5\u30f3\u30d7\u30eb\u3067\u306e\u76f8\u95a2\u4fc2\u6570\u304c\u3069\u306e\u304f\u3089\u3044\u306e\u3068\u304d\u306b\u3001\u3069\u3093\u306a\u610f\u5473\u3092\u6301\u3064\u304b\u3002<\/p>\n\n\n\n<p>\u3053\u308c\u304c\u91cd\u8981\u3060\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u6570\u306e\u6c42\u3081\u65b9\">\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u6570\u306e\u6c42\u3081\u65b9<\/h2>\n\n\n\n<p>\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u6570\u3068\u306f\u3001\u8981\u3059\u308b\u306b\u3044\u304f\u3064\u306e\u76f8\u95a2\u4fc2\u6570\u304c\u7d71\u8a08\u5b66\u7684\u6709\u610f\u3059\u306a\u308f\u3061\u6bcd\u76f8\u95a2\u4fc2\u6570\u304c\u30bc\u30ed\u3067\u306a\u3044\u3068\u8a00\u3048\u308b\u304b\u3092\u8a08\u7b97\u3059\u308b\u3082\u306e\u3060\u3002<\/p>\n\n\n\n<p>R\u3067\u8a08\u7b97\u3059\u308b\u5834\u5408\u306e\u30b9\u30af\u30ea\u30d7\u30c8\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>samplesize.cor.test &lt;- function(r, sig.level=.05, power=.8,\n                                alternative=c(\"two.sided\",\"one.sided\")){\n  alternative &lt;- match.arg(alternative)\n  tside &lt;- switch(alternative, one.sided=1, two.sided=2)\n  Za &lt;- qnorm(sig.level\/tside, lower.tail=FALSE)\n  Zb &lt;- qnorm(power)\n  C &lt;- 0.5*log((1+r)\/(1-r))\n  N &lt;- ((Za+Zb)\/C)^2 + 3\n  c(N=N, r=r, alpha=sig.level, Power=power)\n}\n<\/code><\/pre>\n\n\n\n<div id=\"biost-3909254619\" class=\"biost- biost-entity-placement\"><p style=\"text-align: center;\"><span style=\"font-size: 20px;\"><strong><a href=\"https:\/\/best-biostatistics.com\/kmhl\">\uff1e\uff1e\u3082\u3046\u7d71\u8a08\u3067\u60a9\u3080\u306e\u306f\u7d42\u308f\u308a\u306b\u3057\u307e\u305b\u3093\u304b\uff1f\u00a0<\/a><\/strong><\/span><\/p>\r\n<a href=\"https:\/\/best-biostatistics.com\/kmhl\"><img class=\"aligncenter wp-image-2794 size-full\" src=\"https:\/\/best-biostatistics.com\/wp\/wp-content\/uploads\/2023\/11\/bn_r_03.png\" alt=\"\" width=\"500\" height=\"327\" \/><\/a>\r\n<p style=\"text-align: center;\"><span style=\"color: #ff0000; font-size: 20px;\"><strong><span class=\"marker2\">\u21911\u4e07\u4eba\u4ee5\u4e0a\u306e\u533b\u7642\u5f93\u4e8b\u8005\u304c\u8cfc\u8aad\u4e2d<\/span><\/strong><\/span><\/p><\/div><h2 class=\"wp-block-heading\" id=\"\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u3068\u306a\u308b\u30b5\u30f3\u30d7\u30eb\u6570\">\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u3068\u306a\u308b\u30b5\u30f3\u30d7\u30eb\u6570<\/h2>\n\n\n\n<p>\u8a08\u7b97\u7d50\u679c\u306f\u4ee5\u4e0b\u306b\u793a\u3059\u3068\u3057\u3066\u3001\u307e\u3068\u3081\u3092\u793a\u3059\u3068\u3001\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<figure class=\"wp-block-table\"><table class=\"has-fixed-layout\"><thead><tr><th>\u76f8\u95a2\u4fc2\u6570<\/th><th>\u30b5\u30f3\u30d7\u30eb\u6570<\/th><\/tr><\/thead><tbody><tr><td>0.2<\/td><td>194<\/td><\/tr><tr><td>0.3<\/td><td>85<\/td><\/tr><tr><td>0.4<\/td><td>47<\/td><\/tr><tr><td>0.5<\/td><td>30<\/td><\/tr><tr><td>0.6<\/td><td>20<\/td><\/tr><tr><td>0.7<\/td><td>14<\/td><\/tr><tr><td>0.8<\/td><td>10<\/td><\/tr><tr><td>0.9<\/td><td>7<\/td><\/tr><\/tbody><\/table><\/figure>\n\n\n\n<p>\u4e88\u60f3\u3055\u308c\u308b\u76f8\u95a2\u4fc2\u6570\u304c\u5927\u304d\u304f\u306a\u308c\u3070\u3001\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u5c11\u306a\u304f\u3066\u3088\u304f\u306a\u308b\u3002<\/p>\n\n\n\n<p>\u30b5\u30f3\u30d7\u30eb\u306e\u76f8\u95a2\u4fc2\u6570\u304c0.2\u3060\u3063\u305f\u5834\u5408\u306b\u3001\u6bcd\u76f8\u95a2\u4fc2\u6570\u304c\u30bc\u30ed\u3067\u306f\u306a\u3044\u3068\u7d71\u8a08\u5b66\u7684\u306b\u8a3c\u660e\u3059\u308b\u306b\u306f\u3001194\u4f8b\u5fc5\u8981\u3068\u8a08\u7b97\u3055\u308c\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.2<\/span><span class=\"synSpecial\">)<\/span>\n      N       r   alpha   Power\n<span class=\"synConstant\">193.968<\/span>   <span class=\"synConstant\">0.200<\/span>   <span class=\"synConstant\">0.050<\/span>   <span class=\"synConstant\">0.800<\/span>\n<\/code><\/pre>\n\n\n\n<p>0.3\u306a\u3089\u307085\u4f8b\u3067\u3088\u3044\u3068\u8a08\u7b97\u3055\u308c\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.3<\/span><span class=\"synSpecial\">)<\/span>\n       N        r    alpha    Power\n<span class=\"synConstant\">84.92781<\/span>  <span class=\"synConstant\">0.30000<\/span>  <span class=\"synConstant\">0.05000<\/span>  <span class=\"synConstant\">0.80000<\/span>\n<\/code><\/pre>\n\n\n\n<p>0.4\u3067\u3042\u308c\u3070\u300147\u4f8b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.4<\/span><span class=\"synSpecial\">)<\/span>\n       N        r    alpha    Power\n<span class=\"synConstant\">46.73161<\/span>  <span class=\"synConstant\">0.40000<\/span>  <span class=\"synConstant\">0.05000<\/span>  <span class=\"synConstant\">0.80000<\/span>\n<\/code><\/pre>\n\n\n\n<p>0.5\u306a\u3089\u300130\u4f8b\u3067\u3088\u3044\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.5<\/span><span class=\"synSpecial\">)<\/span>\n      N       r   alpha   Power\n<span class=\"synConstant\">29.0123<\/span>  <span class=\"synConstant\">0.5000<\/span>  <span class=\"synConstant\">0.0500<\/span>  <span class=\"synConstant\">0.8000<\/span>\n<\/code><\/pre>\n\n\n\n<p>0.6\u306b\u306a\u308b\u3068\u300120\u4f8b\u3067\u3088\u304f\u306a\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.6<\/span><span class=\"synSpecial\">)<\/span>\n       N        r    alpha    Power\n<span class=\"synConstant\">19.33641<\/span>  <span class=\"synConstant\">0.60000<\/span>  <span class=\"synConstant\">0.05000<\/span>  <span class=\"synConstant\">0.80000<\/span>\n<\/code><\/pre>\n\n\n\n<p>0.7\u306b\u81f3\u3063\u3066\u306f\u3001\u305f\u3063\u305f\u306e14\u4f8b\u3067OK\u306a\u306e\u3060\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span><span class=\"synConstant\">0.7<\/span><span class=\"synSpecial\">)<\/span>\n       N        r    alpha    Power\n<span class=\"synConstant\">13.43442<\/span>  <span class=\"synConstant\">0.70000<\/span>  <span class=\"synConstant\">0.05000<\/span>  <span class=\"synConstant\">0.80000<\/span>\n<\/code><\/pre>\n\n\n\n<p>\u3055\u3089\u306b\u30010.8 \u306f\u300110 \u4f8b<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; samplesize.cor.test(0.8)\n       N        r    alpha    Power \n9.503075 0.800000 0.050000 0.800000 <\/code><\/pre>\n\n\n\n<p>0.9 \u3067\u306f\u30017 \u4f8b\u3067\u3088\u3044<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code>&gt; samplesize.cor.test(0.9)\n       N        r    alpha    Power \n6.621284 0.900000 0.050000 0.800000 <\/code><\/pre>\n\n\n\n<p>\u3061\u306a\u307f\u306b\u3001\u7247\u5074\u691c\u5b9a (one.sided) \u306b\u3059\u308b\u3068\u3001\u4e21\u5074\u691c\u5b9a\u3088\u308a\u5c11\u306a\u3044\u75c7\u4f8b\u3067OK\u3060\u3002<\/p>\n\n\n\n<p>\u4f8b\u3048\u3070\u30010.5\u3067\u7247\u5074\u691c\u5b9a\u306b\u3059\u308b\u3068\u300130\u4f8b\u304b\u308924\u4f8b\u306b\u6e1b\u5c11\u3059\u308b\u3002<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><span class=\"synStatement\">&gt;<\/span> <span class=\"synIdentifier\">samplesize.cor.test<\/span><span class=\"synSpecial\">(<\/span>r<span class=\"synStatement\">=<\/span><span class=\"synConstant\">0.5<\/span><span class=\"synSpecial\">,<\/span> alternative<span class=\"synStatement\">=<\/span><span class=\"synConstant\">\"one\"<\/span><span class=\"synSpecial\">)<\/span>\n       N        r    alpha    Power\n<span class=\"synConstant\">23.48987<\/span>  <span class=\"synConstant\">0.50000<\/span>  <span class=\"synConstant\">0.05000<\/span>  <span class=\"synConstant\">0.80000<\/span>\n<\/code><\/pre>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u307e\u3068\u3081\">\u307e\u3068\u3081<\/h2>\n\n\n\n<p>\u76f8\u95a2\u4fc2\u6570\u306e\u76ee\u5b89\u3068\u30b5\u30f3\u30d7\u30eb\u6570\u306b\u3064\u3044\u3066\u4f8b\u793a\u3057\u305f\u3002<\/p>\n\n\n\n<p>\u76f8\u95a2\u4fc2\u6570\u304c\u5927\u304d\u3044\u5834\u5408\u306f\u3001\u76ee\u5b89\u306e\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u5c11\u306a\u304f\u3066\u3088\u304f\u306a\u308b\u3002<\/p>\n\n\n\n<p>\u53c2\u8003\u306b\u306a\u308c\u3070\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u53c2\u8003\u66f8\u7c4d\">\u53c2\u8003\u66f8\u7c4d<\/h2>\n\n\n\n<p><a href=\"https:\/\/amzn.to\/3ZWQwJK\" data-type=\"link\" data-id=\"https:\/\/amzn.to\/3ZWQwJK\">\u533b\u5b66\u7684\u7814\u7a76\u306e\u30c7\u30b6\u30a4\u30f3 \u7b2c2\u7248: \u7814\u7a76\u306e\u8cea\u3092\u9ad8\u3081\u308b\u75ab\u5b66\u7684\u30a2\u30d7\u30ed\u30fc\u30c1<\/a><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u30a8\u30af\u30bb\u30eb\u3067\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\">\u30a8\u30af\u30bb\u30eb\u3067\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97<\/h2>\n\n\n\n<p>\u30a8\u30af\u30bb\u30eb\u3067\u8a08\u7b97\u3067\u304d\u308b\u3088\u3046\u306b\u3057\u305f\u3002\u3088\u3051\u308c\u3070\u4ee5\u4e0b\u304b\u3089\u3069\u3046\u305e\u3002<\/p>\n\n\n\n<p><a href=\"https:\/\/happyhappygk.base.ec\/items\/26107523\">\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u3010\u30a8\u30af\u30bb\u30eb\u3067\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u3011 | TKER SHOP<\/a><\/p>\n\n\n\n<p>\u4f7f\u3044\u65b9\u306f\u3001YouTube\u3067\u89e3\u8aac\u3057\u3066\u3044\u308b\u3002<\/p>\n\n\n\n<p><iframe width=\"560\" height=\"315\" src=\"https:\/\/www.youtube.com\/embed\/301VEy2xzcA\" frameborder=\"0\" allow=\"accelerometer; autoplay; encrypted-media; gyroscope; picture-in-picture\" allowfullscreen=\"allowfullscreen\"><\/iframe><\/p>\n\n\n\n<h2 class=\"wp-block-heading\">\u30a2\u30d7\u30ea\u3067\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97<\/h2>\n\n\n\n<p>\u30c7\u30b9\u30af\u30c8\u30c3\u30d7\u30a2\u30d7\u30ea\u3092\u4f5c\u6210\u3057\u305f\u306e\u3067\u3001\u3088\u3051\u308c\u3070\u3069\u3046\u305e<\/p>\n\n\n\n<p><a href=\"https:\/\/happyhappygk.base.ec\/items\/97181014\" data-type=\"link\" data-id=\"https:\/\/happyhappygk.base.ec\/items\/97181014\">\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u30a2\u30d7\u30ea\u3010Win \u7248\u3011<\/a><\/p>\n\n\n\n<p><a href=\"https:\/\/happyhappygk.base.ec\/items\/97182143\" data-type=\"link\" data-id=\"https:\/\/happyhappygk.base.ec\/items\/97182143\">\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u30a2\u30d7\u30ea\u3010Mac \u7248\u3011<\/a><\/p>\n\n\n\n<h2 class=\"wp-block-heading\" id=\"\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u306f\u4e00\u4f53\u3069\u3093\u306a\u8a08\u7b97\u3092\u3057\u3066\u3044\u308b\u306e\u304b\">\u76f8\u95a2\u4fc2\u6570\u306e\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u306f\u4e00\u4f53\u3069\u3093\u306a\u8a08\u7b97\u3092\u3057\u3066\u3044\u308b\u306e\u304b\uff1f<\/h2>\n\n\n\n<p>\u4ee5\u4e0b\u306f\u3001\u8a73\u7d30\u306b\u308f\u304b\u308a\u305f\u3044\u4eba\u5411\u3051\u3002<\/p>\n\n\n\n<p>\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba n \u306e\u8a08\u7b97\u5f0f\u306f\u4ee5\u4e0b\u306e\u901a\u308a\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>n = \\left (\\frac{Z_{\\alpha\/2} + Z_\\beta}{z} \\right )^2 + 3<br>\\end{equation}<\/p>\n\n\n\n<p>\u3053\u3053\u3067 $ Z_{\\alpha\/2} $ \u306f\u3001\u6709\u610f\u6c34\u6e96\u306b\u5bfe\u5fdc\u3059\u308b\u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306e\u30af\u30a9\u30f3\u30bf\u30a4\u30eb\u3002<\/p>\n\n\n\n<p>$ Z_\\beta $ \u306f\u3001\u691c\u51fa\u529b\u306b\u5bfe\u5fdc\u3059\u308b\u6a19\u6e96\u6b63\u898f\u5206\u5e03\u306e\u30af\u30a9\u30f3\u30bf\u30a4\u30eb\u3002<\/p>\n\n\n<div class=\"swell-block-postLink\">\t\t\t<div class=\"p-blogCard -internal\" data-type=\"type1\" data-onclick=\"clickLink\">\n\t\t\t\t<div class=\"p-blogCard__inner\">\n\t\t\t\t\t<span class=\"p-blogCard__caption\">\u3042\u308f\u305b\u3066\u8aad\u307f\u305f\u3044<\/span>\n\t\t\t\t\t<div class=\"p-blogCard__thumb c-postThumb\"><figure class=\"c-postThumb__figure\"><img decoding=\"async\" src=\"https:\/\/best-biostatistics.com\/toukei-er\/wp-content\/uploads\/2024\/08\/1920x1080-video-Excel-300x169.jpg\" alt=\"\" class=\"c-postThumb__img u-obf-cover\" width=\"320\" height=\"180\"><\/figure><\/div>\t\t\t\t\t<div class=\"p-blogCard__body\">\n\t\t\t\t\t\t<a class=\"p-blogCard__title\" href=\"https:\/\/best-biostatistics.com\/toukei-er\/entry\/percentile-and-quantile-at-standard-normal-distribution\/\">R \u3067\u6b63\u898f\u5206\u5e03\u306e\u30d1\u30fc\u30bb\u30f3\u30bf\u30a4\u30eb\u3092\u8a08\u7b97\u3059\u308b\u65b9\u6cd5<\/a>\n\t\t\t\t\t\t<span class=\"p-blogCard__excerpt\">\u5e73\u574770\u70b9\u3001\u6a19\u6e96\u504f\u5dee15\u70b9\u306e\u30c6\u30b9\u30c8\u306e\u5834\u5408\u300190\u70b9\u4ee5\u4e0a\u306e\u5b66\u751f\u306f\u4e0a\u4f4d\u4f55\u30d1\u30fc\u30bb\u30f3\u30c8\u306b\u5f53\u305f\u308b\u304b\uff1f \u3068\u3044\u3046\u554f\u984c\u306b\u4f7f\u3046\u30d1\u30fc\u30bb\u30f3\u30bf\u30a4\u30eb percentile \u3068\u30af\u30a9\u30f3\u30bf\u30a4\u30eb quantile\u3002 \u305d\u308c\u305e&#8230;<\/span>\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t<\/div>\n\t\t<\/div>\n\n\n\n\n\n\n<p>z \u306f\u3001\uff5a\u5909\u63db\u3092\u3057\u305f\u60f3\u5b9a\u3055\u308c\u308b\u76f8\u95a2\u4fc2\u6570\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p>\uff5a\u5909\u63db\u306f\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u884c\u3046\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>z = \\frac{1}{2} \\log \\frac{1+r}{1-r}<br>\\end{equation}<\/p>\n\n\n\n<p>\u3053\u306e\u5909\u63db\u3092\u884c\u3046\u3068\u3001\u76f8\u95a2\u4fc2\u6570 r \u304c\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u3088\u3046\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<p>\u3069\u3093\u306a\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u304b\u3068\u3044\u3046\u3068\u3001$ N (\\frac{1}{2} \\log \\frac{1 + \\rho}{1 &#8211; \\rho}, \\frac{1}{n &#8211; 3}) $ \u3068\u3044\u3046\u3001\u5e73\u5747\u304c\u6bcd\u76f8\u95a2\u4fc2\u6570 \u03c1 \u306e\uff5a\u5909\u63db\u5024 ($ z_0 $)\u3001\u6bcd\u5206\u6563 $ \\frac{1}{n &#8211; 3} $ \u306e\u6b63\u898f\u5206\u5e03\u306b\u5f93\u3046\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u95a2\u4fc2\u3092\u6d3b\u7528\u3059\u308b\u3068\u3001\u6bcd\u76f8\u95a2\u4fc2\u6570\u3068\u306e\u5dee\u3092\u5206\u5b50\u306b\u3057\u3066\u3001\u6bcd\u5206\u6563\u306e\u5e73\u65b9\u6839\u3092\u5206\u6bcd\u306b\u3057\u305f\u691c\u5b9a\u7d71\u8a08\u91cf T \u306f\u3001\u6a19\u6e96\u6b63\u898f\u5206\u5e03 N (0, 1) \u306b\u5f93\u3046\u3053\u3068\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>T = \\frac{z &#8211; z_0}{\\frac{1}{\\sqrt{n-3}}}<br>\\end{equation}<\/p>\n\n\n\n<p>\u3053\u306e\u691c\u5b9a\u7d71\u8a08\u91cf\u304c\u6709\u610f\u6c34\u6e96 \u03b1\/2 \u306e\u30af\u30a9\u30f3\u30bf\u30a4\u30eb\u306b\u4e00\u81f4\u3059\u308b\u3068\u304d\u306e n \u304c\u5fc5\u8981\u306a\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u3068\u306a\u308b\u3002<\/p>\n\n\n\n<p>\u4ee5\u4e0b\u306e\u5f0f\u3092\u89e3\u3051\u3070\u3088\u3044\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>Z_{\\alpha\/2} = \\frac{z &#8211; z_0}{\\frac{1}{\\sqrt{n-3}}}<br>\\end{equation}<\/p>\n\n\n\n<p>\u3061\u306a\u307f\u306b\u3001\u03b1 \u304c2\u3067\u5272\u3089\u308c\u3066\u3044\u308b\u306e\u306f\u3001\u4e21\u5074\u691c\u5b9a\u3092\u8003\u3048\u3066\u3044\u308b\u304b\u3089\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u7247\u5074\u691c\u5b9a\u306e\u6642\u306f2\u3067\u5272\u3089\u306a\u304f\u3066\u3088\u3044\u3002<\/p>\n\n\n\n<p>\u3053\u3053\u3067\u3001\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u306e\u3068\u304d\u306b\u306f\u3001\u691c\u51fa\u529b\u5206\u306e\u30af\u30a9\u30f3\u30bf\u30a4\u30eb\u304c\u767b\u5834\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u306a\u3093\u3068\u3001\u5de6\u8fba\u306b\u52a0\u3048\u308b\u306e\u3060\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>Z_{\\alpha\/2} + Z_\\beta = \\frac{z &#8211; z_0}{\\frac{1}{\\sqrt{n-3}}}<br>\\end{equation}<\/p>\n\n\n\n<p>\u306a\u304b\u306a\u304b\u9a5a\u304f\u3068\u601d\u3046\u304c\u3001\u3053\u3093\u306a\u3075\u3046\u306b\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u306b\u306f\u691c\u51fa\u529b\u306e\u6210\u5206\u304c\u5165\u3063\u3066\u3044\u308b\u3002<\/p>\n\n\n\n<p>\u3053\u308c\u3092\u300c\u4e0b\u99c4\u3092\u306f\u304b\u305b\u308b\u300d\u3068\u8868\u73fe\u3057\u305f\u8b1b\u7fa9\u304c\u4eca\u3067\u3082\u5fd8\u308c\u3089\u308c\u306a\u3044\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u4e00\u8a00\u3067\u3068\u3066\u3082\u3088\u304f\u7406\u89e3\u304c\u3067\u304d\u305f\u3002<\/p>\n\n\n\n<p>\u3059\u306a\u308f\u3061\u3001\u304b\u306a\u308a\u306e\u60aa\u6761\u4ef6\u3067\u3042\u3063\u3066\u3082\u3001\u3064\u307e\u308a\u63a8\u5b9a\u5024\u306e\u7d76\u5bfe\u5024\u304c\u5c0f\u3055\u3044\u7d50\u679c\u306b\u306a\u3063\u3066\u3001\u7d71\u8a08\u5b66\u7684\u6709\u610f\u306b\u306a\u308a\u306b\u304f\u3044\u5834\u9762\u3067\u3082\u3001\u691c\u51fa\u3067\u304d\u308b\u3088\u3046\u306b\u300c\u4e0b\u99c4\u3092\u306f\u304b\u305b\u3066\u3044\u308b\u300d\u306e\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u3053\u3053\u3067\u691c\u51fa\u529b\u306e\u4e0b\u99c4\u3092\u5c65\u304b\u305b\u306a\u3051\u308c\u3070\u3001$ Z_\\beta = 0 $ \u3092\u8db3\u3057\u305f\u3053\u3068\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<p>\u3053\u306e\u6642\u306e\u691c\u51fa\u529b\u306f\u300150\uff05 ($ Z_{0.5} $)\u3067\u3042\u308b\u3002<\/p>\n\n\n\n<p>\u3064\u307e\u308a\u3001\u4e94\u5206\u4e94\u5206\u3068\u3044\u3046\u72b6\u614b\u3067\u3001\u307e\u3055\u306b\u30d0\u30af\u30c1\u3068\u8a00\u3048\u308b\u3002<\/p>\n\n\n\n<p>\u305d\u3057\u3066\u3001\u5f0f\u5909\u5f62\u3092\u3057\u3066\u3044\u304f\u3068\u3001\u4e0a\u8ff0\u306e n \u3092\u8a08\u7b97\u3059\u308b\u5f0f\u306b\u306a\u308b\u308f\u3051\u3060\u304c\u3001$ z_0 $ \u306f\u3001\u30bc\u30ed\u3068\u3059\u308b\u3002<\/p>\n\n\n\n<p>\u6bcd\u76f8\u95a2\u4fc2\u6570\u306e\u691c\u5b9a\u306f\u3001\u6bcd\u76f8\u95a2\u4fc2\u6570\u304c\u30bc\u30ed\u3067\u3042\u308b\u3068\u3044\u3046\u5e30\u7121\u4eee\u8aac\u3092\u691c\u5b9a\u3059\u308b\u308f\u3051\u306a\u306e\u3067\u3001\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u306e\u8a08\u7b97\u5f0f\u3067\u306f\u3001\u6bcd\u76f8\u95a2\u4fc2\u6570\u3092\u30bc\u30ed\u3068\u8003\u3048\u308b\u3002<\/p>\n\n\n\n<p>\\begin{equation}<br>z_0 = \\frac{1}{2} \\log \\frac{1+\\rho}{1-\\rho} = \\frac{1}{2} \\log \\frac{1+0}{1-0} = \\frac{1}{2} \\log 1 = 0<br>\\end{equation}<\/p>\n\n\n\n<p>\u3059\u308b\u3068\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u5f0f\u5909\u5f62\u3057\u3066\u3044\u304f\u3053\u3068\u306b\u306a\u308b\u3002<\/p>\n\n\n\n<p>\\begin{align}<br>Z_{\\alpha\/2} + Z_\\beta &amp;= \\frac{z-0}{\\frac{1}{\\sqrt{n-3}}}\\\\<br>Z_{\\alpha\/2} + Z_\\beta &amp;= z \\sqrt{n-3}\\\\<br>(Z_{\\alpha\/2} + Z_\\beta)^2 &amp;= z^2 (n-3)\\\\<br>n-3 &amp;= \\frac{(Z_{\\alpha\/2} + Z_\\beta)^2}{z^2}\\\\<br>n &amp;= \\left ( \\frac{Z_{\\alpha\/2} + Z_\\beta}{z} \\right )^2 + 3<br>\\end{align}<\/p>\n\n\n\n<p>\u3053\u308c\u3067\u3001\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u8a08\u7b97\u306e\u5f0f\u304c\u5c0e\u51fa\u3067\u304d\u305f\u3002<\/p>\n\n\n\n<p>\u3053\u3093\u306a\u3075\u3046\u306b\u30b5\u30f3\u30d7\u30eb\u30b5\u30a4\u30ba\u306e\u898b\u7a4d\u3082\u308a\u5f0f\u306f\u6210\u308a\u7acb\u3063\u3066\u3044\u308b\u306e\u3067\u3042\u308b\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u76f8\u95a2\u4fc2\u6570\u3092\u6c42\u3081\u305f\u3044\u30b5\u30f3\u30d7\u30eb\u6570\u304c\u5c11\u306a\u3044\u3051\u3069\u3001\u5927\u4e08\u592b\u306a\u306e\u304b\uff1f \u76f8\u95a2\u4fc2\u6570\u304c\u5927\u304d\u3044\u5834\u5408\u3001\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u5c11\u306a\u304f\u3066\u3082\u5927\u4e08\u592b\u3002 \u76ee\u5b89\u3068\u306a\u308b\u30b5\u30f3\u30d7\u30eb\u6570\u306f\u3069\u306e\u304f\u3089\u3044\u304b\uff1f<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"swell_btn_cv_data":"","_jetpack_memberships_contains_paid_content":false,"footnotes":"","jetpack_publicize_message":"","jetpack_publicize_feature_enabled":true,"jetpack_social_post_already_shared":false,"jetpack_social_options":{"image_generator_settings":{"template":"highway","default_image_id":0,"font":"","enabled":false},"version":2}},"categories":[16,36],"tags":[],"class_list":["post-532","post","type-post","status-publish","format-standard","hentry","category-16","category-36"],"jetpack_publicize_connections":[],"jetpack_featured_media_url":"","jetpack_sharing_enabled":true,"_links":{"self":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/532","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/comments?post=532"}],"version-history":[{"count":5,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/532\/revisions"}],"predecessor-version":[{"id":3406,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/posts\/532\/revisions\/3406"}],"wp:attachment":[{"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/media?parent=532"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/categories?post=532"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/best-biostatistics.com\/toukei-er\/wp-json\/wp\/v2\/tags?post=532"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}