Definition:Fisher's z-Distribution
Jump to navigation
Jump to search
Definition
Fisher's $z$-distribution is a probability distribution based on the logarithm of the ratio of two estimators of a common variance.
 | This article is complete as far as it goes, but it could do with expansion. In particular: details You can help $\mathsf{Pr} \infty \mathsf{fWiki}$ by adding this information. To discuss this page in more detail, feel free to use the talk page. When this work has been completed, you may remove this instance of {{Expand}} from the code.If you would welcome a second opinion as to whether your work is correct, add a call to {{Proofread}} the page. |
Also see
- Results about Fisher's $z$-distribution can be found here.
Source of Name
This entry was named for Ronald Aylmer Fisher.
Historical Note
In practice, according to David Nelson in The Penguin Dictionary of Mathematics, Fisher's $z$-Distribution is rarely used, and the $F$-distribution is used instead.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Fisher's $z$-distribution
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Fisher's $z$-distribution