Sokal and Rohlf: Chapter 15.

John Verzani's SimpleR notes: Section 13.

Dalgaard: Chapter 6.

Example 1: Should have made an MA plot, see especially the upper left panel. [ source ]

Example 2: Watch the regression to the mean. [ source ]

Example 3: This is how you can create a correlation. [ source ]

Example 4: Another great way to get a large sample correlation. [ source ]

RR Sokal, FJ Rohlf (2011). Biometry, 4th edition, WH Freeman.This text is required. Everything else is not madatory, only listed as suggestion in case you want to do some additional reading and/or exercises.