Fisher's z-transformation

Show Summary Details

Quick Reference

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.

Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.