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Simulations under scenario 1 (normal data)
| z | Corrected z | Bayesian | |
|---|---|---|---|
| n = 15 | 0.82 | 0.93 | 0.94 |
| n = 30 | 0.97 | 0.95 | 0.95 |
| n = 60 | 0.99 | 0.99 | 0.95 |
| n = 120 | 1.00 | 1.00 | 0.95 |
Coverage probability of the Fisher's z, corrected z, and Bayesian, 95% confidence intervals. For different sample size values, the Bayesian estimator has a coverage probability closer to 95% than the corrected z. The coverage standard errors are all small. For example, the SE of the Bayesian method is 0.007.
