© 1981 by Biometrika Trust
Normalizing transformations of some statistics in multivariate analysis
Institute of Statistical Mathematics Tokyo
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.
Key Words: Canonical correlation Fisher's z transformation Latent root Normalizing transformation Sample covariance matrix
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