Significance Test of Correlation Coefficient
q When the true correlation coefficient is zero (H0: r=0 and H1: r¹0)
      Use Student-t to test the significance of r
                                 and  n = N-2 degree of freedom
q When the true correlation coefficient is not expected to be zero
      We can not use a symmetric normal distribution for the test.
      We must use Fisher’s Z transformation to convert the distribution of r
            to a normal distribution:
mean of Z
std of Z