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Q8Section I (Objective (Q1–Q80))8 of 80

Distribution Theory — variance of Fisher's Z transformation

If r is the observed correlation coefficient in a sample of n pairs of observations from a correlated bivariate normal population, then the statistic 12log⁡e(1+r1−r)\frac12\log_e\left(\frac{1+r}{1-r}\right) is approximately normal with variance:

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