# Fisher's z-distribution

Fisher's z-distribution is the statistical distribution of half the logarithm of an F-distribution variate:

$z={\frac {1}{2}}\log F$ Parameters Probability density function $d_{1}>0,\ d_{2}>0$ deg. of freedom $x\in (-\infty ;+\infty )\!$ ${\frac {2d_{1}^{d_{1}/2}d_{2}^{d_{2}/2}}{B(d_{1}/2,d_{2}/2)}}{\frac {e^{d_{1}x}}{\left(d_{1}e^{2x}+d_{2}\right)^{\left(d_{1}+d_{2}\right)/2}}}\!$ $0$ It was first described by Ronald Fisher in a paper delivered at the International Mathematical Congress of 1924 in Toronto. Nowadays one usually uses the F-distribution instead.

The probability density function and cumulative distribution function can be found by using the F-distribution at the value of $x'=e^{2x}\,$ . However, the mean and variance do not follow the same transformation.

The probability density function is

$f(x;d_{1},d_{2})={\frac {2d_{1}^{d_{1}/2}d_{2}^{d_{2}/2}}{B(d_{1}/2,d_{2}/2)}}{\frac {e^{d_{1}x}}{\left(d_{1}e^{2x}+d_{2}\right)^{(d_{1}+d_{2})/2}}},$ where B is the beta function.

When the degrees of freedom becomes large ($d_{1},d_{2}\rightarrow \infty$ ) the distribution approaches normality with mean

${\bar {x}}={\frac {1}{2}}\left({\frac {1}{d_{2}}}-{\frac {1}{d_{1}}}\right)$ and variance

$\sigma _{x}^{2}={\frac {1}{2}}\left({\frac {1}{d_{1}}}+{\frac {1}{d_{2}}}\right).$ • If $X\sim \operatorname {FisherZ} (n,m)$ then $e^{2X}\sim \operatorname {F} (n,m)\,$ (F-distribution)
• If $X\sim \operatorname {F} (n,m)$ then ${\tfrac {\log X}{2}}\sim \operatorname {FisherZ} (n,m)$ 