Table 3.

Relationship between number of variables and Student’s t-distribution

P	scale	$\nu$
2	0.784	7.8
3	0.616	10.6
4	0.524	13.5
5	0.464	16.5
6	0.421	19.4
7	0.388	22.2
8	0.361	24.9
9	0.340	28.2
10	0.322	31.4
11	0.306	33.9
12	0.293	37.5
13	0.281	40.5
14	0.270	43.2
15	0.261	46.4
16	0.253	49.7
17	0.245	51.1
18	0.238	55.1
19	0.231	57.6
20	0.226	60.8
21	0.220	63.9
22	0.215	64.7
23	0.210	71.8
24	0.206	72.9
25	0.201	74.4
26	0.197	79.9
27	0.194	81.5
28	0.190	87.6
29	0.187	86.4
30	0.184	92.7
31	0.180	90.4
32	0.178	98.2
33	0.175	102.0
34	0.172	102.5
35	0.170	104.0
36	0.168	117.6
37	0.165	104.2
38	0.163	119.1
39	0.161	129.3
40	0.159	137.9

Note. Estimated scale and degrees of freedom of a Student’s t-distribution of Fisher transformed correlations following a joint uniform prior for a P-dimensional dependent variable.