Towards Sequential Statistical Testing as some Standard: Pearson's Correlation Coefficient

In standard statistical packages sequential tests are seldom and when they are offered, they mainly concern just tests about means. By a simulation study it was shown that a new sequential triangular test for the null-hypothesis H ₀ : 0<ρ≤ρ ₀ for given requirements of precision (type-I-, type-II-risk, and a practical relevant effect δ=ρ ₁ -ρ ₀ ) offers reasonable results. Due to 100,000 runs the average sample size of the sequential triangular test is smaller than the sample size of the pertinent fixed sample size test. If practically possible, it is recommended that the triangular test should be used instead of a one-step procedure with a sample size fixed in advance.