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![An exact formula for the sampling distribution of the correlation coefficient](https://blogs.sas.com/content/iml/files/2024/02/CorrDist1-640x336.png)
I read a journal article in which a researcher used a formula for the probability density function (PDF) of the sample correlation coefficient. The formula was rather complicated, and presented with no citation, so I was curious to learn more. I found the distribution for the correlation coefficient in the