72. Let (X" Y;), i = 1,... , n, be i.i.d. according to a bivariate distribution F with E(Xh E(y;2) < 00. (i) If R is the sample correlation coefficient, then r;;R is asymptotically normal with mean 0 and variance Var( Xi Y; )IVar X; Var K. (ii) The variance of part (i) can take on any value between 0 and 00 . (iii) For testing H2 : p = 0 against p > 0, define a denominator D; and critical value Cn such that the rejection region R/ D; Cn has probability an (F) ...... a for all F satisfying H2 •