Sampling Distribution of r
Read section 8 from chapter 9. Also, complete the questions at the end. Section 8 talks about how the shape of the sampling distribution of Pearson correlation deviates from normality and then discusses how to transform r to a normally distributed quantity. Furthermore, this section talks about how to calculate the probability of obtaining an r above a specified value.
Click http://onlinestatbook.com/2/sampling_distributions/samp_dist_r.html link to open resource.