A Note on the Derivation of Fisher's Transformation of the Correlation Coefficient |
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| Authors: | Alan Winterbottom |
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| Affiliation: | Department of Mathematics , The City University , Northampton Square, London , EC1V OHB , England |
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| 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. |
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| Keywords: | Correlation coefficient Cumulants Normalizing transformations Variance-stabilizing transformations |
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