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New Sigmoid-like function better than Fisher z transformation

Author

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  • Zheng-Ling Yang
  • Yan-Wen Song
  • Zhi-Feng Duan
  • Teng Wang
  • Jun Zhang

Abstract

In the mathematical statistics, in order to close approximately to the cumulative distribution function of standard normal distribution, the Fisher z transformation is the widely employed explicit elementary function, and is used to estimate the confidence interval of Pearson product moment correlation coefficient. A new Sigmoid-like function is suggested to replace the Fisher z transformation, and the new explicit elementary function is not more complicated than the Fisher z transformation. The new Sigmoid-like function can be 4.677 times more accurate than the Fisher z transformation.

Suggested Citation

  • Zheng-Ling Yang & Yan-Wen Song & Zhi-Feng Duan & Teng Wang & Jun Zhang, 2016. "New Sigmoid-like function better than Fisher z transformation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(8), pages 2332-2341, April.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:8:p:2332-2341
    DOI: 10.1080/03610926.2013.771750
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