Fisher''s transformation, Advanced Statistics

The transformation of the Pearson's product moment correlation coefficient, r, can be given by

2300_fisher transformation.png 

The statistic z has the normal distribution with mean
1368_fisher transformation1.png 

here ρ is the population correlation value and variance 1/(n - 3) where n is sample size. The transformation might be used to test hypotheses and to construct confidence intervals for ρ.



Posted Date: 7/28/2012 2:31:13 AM | Location : United States

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