Fisher's z-distribution

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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.

[edit] 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 pdf copy

[edit] External links

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