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Original Articles

On the distribution of Fisher's transformation of the correlation coefficient

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Pages 163-172 | Published online: 27 Jun 2007

Bibliography

  • David , F.N. 1938 . Tables of the Ordinates and Probability Integral of the Distribution of the Correlation Coefficient in Small Samples , London : Cambridge University Press .
  • Fisher , R.A. 1921 . On the “probable error” of a coefficient of correlation deduced from a small sample . Metron , 1 ( 4 ) : 3 – 32 .
  • Gayen , A.K. 1951 . The frequency distribution of the product moment correlation coefficient in random samples of any size drawn from non-normal universes . Biometrika , 38 : 219 – 247 .
  • Johnson , N.L. and Kotz , S. 1970 . Distributions in Statistics: Continuous univariate distributions , Vol. 2 , Boston : Houghton Mifflin Company .
  • Kraemer , H.C. 1973 . Improved approximation to the non-null distribution of the correlation coefficient . J. Amer. Statist. Ass. , 68 : 1004 – 1008 .
  • Ruben , H. 1966 . Some new results on the distribution of the sample correlation coefficient . J. R. Statist. Soc. , 28 : 513 – 525 . Series B
  • Samiuddin , M. 1970 . On a test for an assigned value of correlation in a bivariate normal distribution . Biometrika , 57 : 461 – 464 .

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