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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Fisher transformation ： ウィキペディア英語版 Fisher transformation In statistics, hypotheses about the value of the population correlation coefficient ρ between variables ''X'' and ''Y'' can be tested using the Fisher transformation (aka Fisher z-transformation) applied to the sample correlation coefficient. ==Definition== Given a set of ''N'' bivariate sample pairs (''X''''i'', ''Y''''i''), ''i'' = 1, ..., ''N'', the sample correlation coefficient ''r'' is given by :$r\; =\; \backslash frac)(Y\_i\; -\; \backslash bar)\})^2\}\; \backslash sqrt)^2\}\}$ Fisher's z-transformation of ''r'' is defined as :$z\; :=\; \backslash ln\backslash left(\backslash right)\; =\; \backslash operatorname(r),$ where "ln" is the natural logarithm function and "arctanh" is the inverse hyperbolic tangent function. If (''X'', ''Y'') has a bivariate normal distribution, and if the pairs (''X''''i'', ''Y''''i'') are independent, then ''z'' is approximately normally distributed with mean :$\backslash ln\backslash left(\backslash right),$ and standard error :$(z/\backslash sqrt),$ can be used to construct a large-sample confidence interval for ''ρ'' using standard normal theory and derivations. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Fisher transformation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.