The r-Distribution
The r-Distribution
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 :ρ=0. The mean of the distribution is always zero, and as the sample size grows, the distribution's mass concentrates more closely about this mean.
r
n
n
ρ=0
H
0