Wolfram Demonstrations Project

The

-distribution with parameter

is the distribution of the correlation coefficient of a random sample of size

drawn from a bivariate normal distribution with

. It can be used to construct tests about the correlation coefficient of bivariate normal data; that is, tests with null hypothesis

. The mean of the distribution is always zero, and as the sample size grows, the distribution's mass concentrates more closely about this mean.

Contributed by: Chris Boucher

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The r-Distribution