Fisher Transformation - Definition

Definition

The transformation is defined by:

where "ln" is the natural logarithm function and "artanh" is the inverse hyperbolic function.

If (X, Y) has a bivariate normal distribution, and if the (Xi, Yi) pairs used to form r are independent for i = 1, ..., n, then z is approximately normally distributed with mean

and standard error

where N is the sample size.

This transformation, and its inverse,

can be used to construct a confidence interval for ρ.

Read more about this topic:  Fisher Transformation

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