The distribution of correlation coefficients of samples of size n taken from a k-dimensional normal population.

Data presenting two or more sets or related observations may arise in many fields of activity. It is often desirable to measure the relationship which occurs between these two or more statistical series. This relationship may be established and measured by means of correlation techniques. In many statistical problems the relationships among the variables are so complex that simple correlation gives a very incomplete and inadequate answer to the question. In some problems the variables are studied simultaneously in order to find out their interrelations; in others there is one particular variable of interest and the remaining variables are studied for their possible aid in throwing light on this particular one