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DRMacIver/Pearsons

Created February 12, 2009 23:43
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Pearsons
Let X1, ..., XN be Bernoulli(p)
Let Y1, ..., YN be Bernoulli(q)
X1, ..., XN, Y1, ..., YN are independent
Let P be the pearsons product moment correlation coefficient of (X1, ..., XN) and (Y1, ..., YN). i.e. P is a random variable that measures the pearsons for some specific sample of the two.
What is the distribution of P?
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