Normalizing Transformations of Some Statistics in Multivariate Analysis
本文将一种通用的正态化变换方法应用于多元分析中的多种统计量,并证明Fisher的z变换和Wilson-Hilferty近似可由同一思路导出。
A general procedure for finding normalizing transformations is applied to various statistics in multivariate analysis. It is shown that Fisher's z transformation for a sample correlation coefficient in a normal sample and Wilson & Hilferty's approximation for a chi-squared variate can be derived by the same line of approach.