For the normal bivariate linear model, the asymptotic variance of the correlation r is (1 − ????2)

2∕n. Using the delta method, show that the transform 1

2 log[(1 + r)∕(1 − r)] is variance stabilizing. (Fisher (1921) noted this, showing that 1∕(n − 3) is an improved variance for the transform.) Explain how to use this result to construct a confidence interval for ????.