Use the excact probabilty density function for the correlation coefficient to calaculate the p-value for a random sample of size 30 and a realized value of 0.36983 for the coorrelation coef. %let ...

This is the final symbolic solution in SAS. This matches Rick's numerical solutions. The equations are from sympy. /*---- for a general solution us the translation ...

Abstract: Novel simple forms for the probability density function (PDF) and the cumulative distribution function (CDF) of two correlated Rician random variables (RVs) are derived. The new ...