Fisher's z-distribution

Fisher's z-distribution

Fisher's z-distribution is the statistical distribution of half the logarithm of an F distribution variate:

z = frac{1}{2} log F

It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto, entitled "On a distribution yielding the error functions of several well-known statistics" (Proceedings of the International Congress of Mathematics, Toronto, 2: 805-813 (1924). Nowadays one usually uses the F distribution instead.

References

* Fisher, R.A. (1924) On a Distribution Yielding the Error Functions of Several Well Known Statistics "Proceedings of the International Congress of Mathematics, Toronto", 2: 805-813 [http://digital.library.adelaide.edu.au/coll/special/fisher/36.pdf pdf copy]

External links

* [http://mathworld.wolfram.com/Fishersz-Distribution.html MathWorld entry]


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