Definition:Fisher's z-Transformation

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Definition

Fisher's $z$-transformation is a transformation of the sample estimate $r$ of a bivariate normal correlation coefficient to $z = \arctan r$ so as to give a better approximation to a normal distribution.




Also known as

Fisher's $z$-transformation is also known as just the $z$-transformation.


Also see

  • Results about Fisher's $z$-transformation can be found here.


Source of Name

This entry was named for Ronald Aylmer Fisher.


Sources