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7.11: Correlation
https://stats.libretexts.org/Courses/Luther_College/Psyc_350%3ABehavioral_Statistics_(Toussaint)/07%3A_Estimation/7.11%3A_Correlation
The computation of a confidence interval on the population value of Pearson's correlation ( $\rho$ ) is complicated by the fact that the sampling distribution of $r$ is not normally distributed. The...The computation of a confidence interval on the population value of Pearson's correlation ( $\rho$ ) is complicated by the fact that the sampling distribution of $r$ is not normally distributed. The $Z$ for a $95\%$ confidence interval ( $Z_{0.95}$ ) is $1.96$ , as can be found using the normal distribution calculator (setting the shaded area to $0.95$ and clicking on the "Between" button).

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