A Note on the Derivation of Fisher's Transformation of the Correlation Coefficient

Authors
Winterbottom, Alan
Citation
Winterbottom, Alan, A Note on the Derivation of Fisher's Transformation of the Correlation Coefficient, American statistician , 33(3), 1979, pp. 142-143
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
33
Issue
3
Year of publication
1979
Pages
142 - 143
Database
ACNP
SICI code
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.