First Principles Thinking: The role of the t-distribution in correlation testing
A is correct. The primitive concept is that testing the significance of a Pearson correlation coefficient ($r$) relies on the standard error of $r$, which depends on sample size. The governing rule is that for normally distributed variables, the test statistic $t = \frac{r\sqrt{n-2}}{\sqrt{1-r^2}}$ follows a t-distribution with $n-2$ degrees of freedom. The PDF explicitly states: "This test statistic is t-distributed with $n - 2$ degrees of freedom."
B is wrong because the z-distribution is typically used for tests involving known variances or large sample proportions, not for the standard parametric test of a correlation coefficient in this context.
C is wrong because the Chi-square distribution is used for the nonparametric test of independence (contingency tables), not the parametric correlation test.