Null Distribution of the Correlation Coefficient
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The Pearson correlation coefficient, , is considered in most introductory statistics courses. One of the questions students may ask is how large needs to be before it is likely to be important. Before presenting a formal significance test, it is helpful to show some simulations.
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Contributed by: Ian McLeod (March 2011)
Open content licensed under CC BY-NC-SA
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"Null Distribution of the Correlation Coefficient"
http://demonstrations.wolfram.com/NullDistributionOfTheCorrelationCoefficient/
Wolfram Demonstrations Project
Published: March 7 2011