I have two distribtions $f(x)$ and $f(y)$, and I find the Pearson Correlation Coefficient $\rho$ between them. I want to calculate a confidence interval/uncertainty on the value of $\rho$, and the Wikipedia article for $\rho$ says this can be done using the Fisher transformation, but is only valid if the sample pairs are iid. Is it possible to calculate the confidence interval on $\rho$ if the sample pairs are not iid?
2026-02-23 18:01:54.1771869714
Confidence interval for a Pearson Correlation Coefficient between two distributions which are not iid
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