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Q155Section III (Statistics)155 of 190

Deriving the Fisher zz-transformation from the delta method

For a sample correlation coefficient r, it is known that n(r−ρ)⟶dN(0,(1−ρ2)2)\sqrt n(r-\rho)\overset{d}{\longrightarrow} N(0,(1-\rho^2)^2), where ρ\rho is the population correlation coefficient. For what transformation g(.)g(.), n(g(r)−g(ρ))⟶dN(0,1)\sqrt n(g(r)-g(\rho))\overset{d}{\longrightarrow} N(0,1)?

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