Answers are grounded in this paper and cite their sources.
H. E. Soper, M.A.; On the Probable Error of the Correlation Coefficient to a Second Approximation*, Biometrika, Volume 9, Issue 1-2, 1 March 1913, Pages 91–115,
No takes yet. Share an insight, caveat, or question.
H. E. Soper (1913) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: