New Sigmoid-like function better than Fisher z transformation

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

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 8, 2332-2341

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.

Date: 2016
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DOI: 10.1080/03610926.2013.771750

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