✦ LIBER ✦
Studies on Tests Using Fisher's Tanh−1 Transformation for Spearman's “Rho” and Kendall's “Tau” in Small Samples
✍ Scribed by Prof. B. M. Bennett; M. K. Choe
- Publisher
- John Wiley and Sons
- Year
- 1984
- Tongue
- English
- Weight
- 425 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0323-3847
No coin nor oath required. For personal study only.
✦ Synopsis
A series of papers by FIELLER, PEARSON el al. (1957, 1961, 1962) were concerned with the use of FISHER'S tanh-1 transformation ( = z ) for SPEARMAN'S 'rho' and KENDALL'S 'tau' rank correlation coefficients. Under the assumption of bivariate normal samples, empirical results on the means and variances for 2 were obtained.
This paper presents results on the z transformation for small samples under a more general trivariate normal model, and reviews the accuracy of the variance and covariance approximations for z, as well as considerations on the resulting power of the tests using the z-transformation.