A Note on the Derivation of Fisher's Transformation of the Correlation Coefficient
The American StatisticianPublished 1 August 1979
Alan Winterbottom
Citations34
SJR quartileQ1
SJR score0.78
SNIP1.50
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Abstract
Abstract Fisher's transformation of the bivariate-normal correlation coefficient is usually derived as a variance-stabilizing transformation and its normalizing property is then demonstrated by the reduced skewness of the distribution resulting from the transformation. In this note the transformation is derived as a normalizing transformation that incorporates variance stabilization. Some additional remarks are made on the transformation and its uses.
Keywords
Mathematics
BiometrikaSome properties of an angular transformation for the correlation coefficient
32 Citations1956B. I. HARLEY