n = 1000 x = randn( n, 1 ); y = randn( n, 1 ) + 0.2*x; r = corr(x,y) nsamples = 500; rs = zeros( nsamples, 1 ); for i = 1:nsamples xs = x(randi(n,n,1)); ys = x(randi(n,n,1)); rs(i) = corr(xs,ys); end hist( rs, 20 )