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Fisher's z-transformation


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A transformation of the sample correlation coefficient, r, suggested by Sir Ronald Fisher in 1915. The statistic z is given by . For samples from a bivariate normal distribution with sample sizes of 10 or more, the distribution of z is approximately a normal distribution with mean and variance, respectively, where n is the sample size and ρ is the population correlation coefficient. The transformation is remarkably robust.

Subjects: Probability and Statistics.


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