Joint Distribution of z Transformations Estimated from the Same Sample

D. C. Rao

doi:10.1159/000153068

January 1, 1979Human Heredity

Joint Distribution of z Transformations Estimated from the Same Sample

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Key Points

This analysis aims to explore the joint distribution of Fisher's z transformations of correlations estimated from the same sample.
Estimate correlations using maximum likelihood method from the same sample.
Derive the asymptotic distribution of Fisher's z transformations.
Analyze the mean and dispersion matrix of the resulting distributions.
Fisher's z transformations of correlations are asymptotically multivariate normal.
Appropriate mean and dispersion matrix parameters are identified.
Statistical properties of sample correlations are established.

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Implication

Theoretical analysis of z transformations shows multivariate normal distribution for correlations, indicating statistical properties.

Abstract

When correlations are estimated by maximum likelihood method from the same sample, Fisher's z transformations of the correlations (as well as the sample correlations themselves) are shown to be asymptotically distributed as multivariate normal with appropriate mean and dispersion matrix.

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Cite This Study

D. C. Rao (1979) studied this question.

synapsesocial.com/papers/6a6524b91b7b54de384c4177 https://doi.org/10.1159/000153068

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Joint Distribution of z Transformations Estimated from the Same Sample

Key Points

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Implication

Abstract

Discussion

Cite This Study

Joint Distribution of z Transformations Estimated from the Same Sample

Key Points

Ask about this paper

Implication

Abstract

Discussion

Cite This Study

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