Fisher's z-distribution is the statistical distribution of half the logarithm of an F-distribution variate:
Probability density function | |||
Parameters | deg. of freedom | ||
---|---|---|---|
Support | |||
Mode |
It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto. Nowadays one usually uses the F-distribution instead.
The probability density function and cumulative distribution function can be found by using the F-distribution at the value of . However, the mean and variance do not follow the same transformation.
The probability density function is
where B is the beta function.
When the degrees of freedom becomes large (), the distribution approaches normality with mean
and variance
This article uses material from the Wikipedia English article Fisher's z-distribution, which is released under the Creative Commons Attribution-ShareAlike 3.0 license ("CC BY-SA 3.0"); additional terms may apply (view authors). Content is available under CC BY-SA 4.0 unless otherwise noted. Images, videos and audio are available under their respective licenses.
®Wikipedia is a registered trademark of the Wiki Foundation, Inc. Wiki English (DUHOCTRUNGQUOC.VN) is an independent company and has no affiliation with Wiki Foundation.